+606.7%
AVGO vs ALK
-31.3%
+638.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.8% | +10.4% | +7.0% |
| 7D | +25.0% | +0.9% | +24.1% | +24.5% |
| 30D | +2.0% | +3.3% | -1.3% | +0.5% |
| 3M | -12.3% | -17.6% | +5.3% | -7.6% |
| 6M | -12.8% | +0.8% | -13.6% | -14.7% |
| YTD | +5.9% | -22.4% | +28.2% | +10.5% |
| 1Y | +3.3% | -10.1% | +13.4% | +2.5% |
| 3Y | +293.1% | +14.0% | +279.1% | +230.9% |
| 5Y | +606.7% | -29.8% | +636.5% | +601.7% |
| All | +606.7% | -31.3% | +638.0% | +601.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling