+25,809.4%
AVGO vs APD
+575.5%
+25,233.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.5% |
| 7D | -9.9% | -3.7% | -6.3% | -8.1% |
| 30D | -22.0% | +9.6% | -31.6% | -25.8% |
| 3M | -30.0% | +1.6% | -31.7% | -30.9% |
| 6M | -30.7% | +2.2% | -32.9% | -32.4% |
| YTD | -14.7% | +25.9% | -40.5% | -26.4% |
| 1Y | -16.8% | +20.1% | -36.9% | -27.0% |
| 3Y | +244.4% | +12.4% | +232.0% | +198.1% |
| 5Y | +474.0% | +11.1% | +462.9% | +391.1% |
| 10Y | +2,122.6% | +190.1% | +1,932.4% | +866.6% |
| All | +25,809.4% | +575.5% | +25,233.9% | +5,809.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling