+2,660.6%
AVGO vs APA
+8.7%
+2,651.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.4% | -5.0% |
| 7D | +18.2% | +8.5% | +9.6% | +16.6% |
| 30D | +0.2% | +2.8% | -2.6% | -0.4% |
| 3M | -16.8% | +21.7% | -38.5% | -19.9% |
| 6M | -16.5% | +32.6% | -49.1% | -21.3% |
| YTD | +0.8% | +103.7% | -102.9% | -13.2% |
| 1Y | +2.8% | +101.8% | -99.0% | -11.5% |
| 3Y | +278.5% | +48.1% | +230.5% | +232.7% |
| 5Y | +573.1% | +91.9% | +481.2% | +446.2% |
| All | +2,660.6% | +8.7% | +2,651.9% | +1,837.3% |
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