+2,798.6%
AVGO vs APD
+191.6%
+2,607.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +25.0% | +2.2% | +22.8% | +23.8% |
| 30D | +2.0% | +9.4% | -7.5% | -2.3% |
| 3M | -12.3% | +4.7% | -16.9% | -14.3% |
| 6M | -12.8% | +5.5% | -18.3% | -15.8% |
| YTD | +5.9% | +31.4% | -25.6% | -8.9% |
| 1Y | +3.3% | +24.1% | -20.8% | -9.2% |
| 3Y | +293.1% | +28.8% | +264.3% | +225.0% |
| 5Y | +606.7% | +15.8% | +591.0% | +505.4% |
| All | +2,798.6% | +191.6% | +2,607.0% | +1,208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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