+278.5%
AVGO vs ALL
+117.7%
+160.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.1% | -4.7% |
| 7D | +18.2% | +5.0% | +13.1% | +19.6% |
| 30D | +0.2% | +13.3% | -13.1% | +3.5% |
| 3M | -16.8% | +3.2% | -20.0% | -15.6% |
| 6M | -16.5% | +25.3% | -41.8% | -11.8% |
| YTD | +0.8% | +30.5% | -29.6% | +7.0% |
| 1Y | +2.8% | +29.2% | -26.4% | +9.2% |
| 3Y | +278.5% | +119.1% | +159.4% | +278.7% |
| All | +278.5% | +117.7% | +160.8% | +278.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling