+232.9%
AVGO vs APA
+35.0%
+197.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | -9.9% | -15.5% | +5.6% | -8.3% |
| 30D | -22.0% | +2.4% | -24.4% | -22.4% |
| 3M | -30.0% | +22.8% | -52.8% | -32.2% |
| 6M | -30.7% | +17.9% | -48.7% | -32.7% |
| YTD | -14.7% | +87.7% | -102.4% | -26.0% |
| 1Y | -16.8% | +94.2% | -111.0% | -28.7% |
| All | +232.9% | +35.0% | +197.9% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling