+2,300.3%
AVGO vs ALLY
+201.0%
+2,099.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.8% | +8.4% |
| 7D | -0.9% | -0.2% | -0.6% | -0.8% |
| 30D | -11.6% | +3.4% | -15.1% | -12.8% |
| 3M | -25.2% | -11.1% | -14.1% | -22.0% |
| 6M | -25.4% | -11.5% | -14.0% | -22.5% |
| YTD | -7.2% | -12.3% | +5.1% | -3.7% |
| 1Y | -7.9% | +1.1% | -9.0% | -9.5% |
| 3Y | +262.1% | +64.8% | +197.3% | +187.6% |
| 5Y | +525.7% | -6.9% | +532.6% | +492.3% |
| 10Y | +2,300.3% | +194.9% | +2,105.4% | +1,561.4% |
| All | +2,300.3% | +201.0% | +2,099.3% | +1,561.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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