+691.7%
AVGO vs APD
+27.6%
+664.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -3.0% | -2.2% | -0.7% | -2.3% |
| 30D | -14.4% | +2.1% | -16.5% | -15.1% |
| 3M | -14.4% | +7.2% | -21.6% | -16.8% |
| 6M | +13.1% | +11.2% | +1.9% | +8.3% |
| YTD | +3.8% | +24.4% | -20.6% | -4.8% |
| 1Y | +17.8% | +6.7% | +11.1% | +13.9% |
| 3Y | +325.3% | +9.2% | +316.0% | +302.8% |
| All | +691.7% | +27.6% | +664.1% | +538.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling