+345.6%
AVGO vs APA
+9.3%
+336.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.8% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | -13.8% | +15.7% | -29.6% | -15.5% |
| 3M | -6.9% | +16.5% | -23.4% | -9.0% |
| 6M | +11.9% | +35.1% | -23.2% | +5.2% |
| YTD | +6.9% | +82.2% | -75.3% | -6.0% |
| 1Y | +7.4% | +102.5% | -95.1% | -8.6% |
| 3Y | +345.6% | +10.3% | +335.3% | +265.6% |
| All | +345.6% | +9.3% | +336.2% | +265.6% |
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 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