+2,856.4%
AVGO vs ALL
+359.1%
+2,497.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -0.8% | -2.2% | +1.4% | -0.1% |
| 30D | -13.7% | -5.6% | -8.2% | -12.3% |
| 3M | -6.9% | +17.2% | -24.2% | -12.7% |
| 6M | +5.8% | +23.2% | -17.5% | -3.0% |
| YTD | +5.7% | +23.6% | -17.9% | -3.8% |
| 1Y | +9.0% | +29.2% | -20.1% | -3.1% |
| 3Y | +340.5% | +153.8% | +186.7% | +173.7% |
| 5Y | +711.1% | +116.1% | +595.0% | +426.9% |
| 10Y | +2,856.4% | +364.8% | +2,491.6% | +1,267.4% |
| All | +2,856.4% | +359.1% | +2,497.3% | +1,267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling