+10,939.9%
AVGO vs ALLE
+260.9%
+10,679.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -3.0% | -0.2% | -2.7% | -2.9% |
| 30D | -14.4% | -6.8% | -7.6% | -11.3% |
| 3M | -14.4% | +21.0% | -35.5% | -23.7% |
| 6M | +13.1% | +1.1% | +12.0% | +10.9% |
| YTD | +3.8% | -0.5% | +4.3% | +1.6% |
| 1Y | +17.8% | -7.3% | +25.0% | +19.5% |
| 3Y | +325.3% | +42.3% | +283.0% | +228.4% |
| 5Y | +689.9% | +13.5% | +676.5% | +583.0% |
| 10Y | +2,597.0% | +144.0% | +2,453.0% | +1,319.8% |
| All | +10,939.9% | +260.9% | +10,679.0% | +4,632.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 all: compounded portfolio wealth divided by compounded ALLE 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…
all analysis · Full analysis span regression · 6 months rolling