+2,856.4%
AVGO vs APA
-1.1%
+2,857.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.6% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -13.7% | +9.3% | -23.0% | -15.1% |
| 3M | -6.9% | +23.3% | -30.3% | -10.8% |
| 6M | +5.8% | +39.5% | -33.7% | -1.7% |
| YTD | +5.7% | +87.6% | -81.9% | -7.4% |
| 1Y | +9.0% | +114.2% | -105.2% | -7.2% |
| 3Y | +340.5% | +13.6% | +326.9% | +306.3% |
| 5Y | +711.1% | +175.6% | +535.5% | +518.6% |
| 10Y | +2,856.4% | -2.6% | +2,859.1% | +2,000.6% |
| All | +2,856.4% | -1.1% | +2,857.5% | +2,000.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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