+2,798.6%
AVGO vs APH
+944.7%
+1,853.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.2% |
| 7D | +25.0% | +11.1% | +13.8% | +14.3% |
| 30D | +2.0% | -7.3% | +9.3% | +8.3% |
| 3M | -12.3% | -6.2% | -6.1% | -8.7% |
| 6M | -12.8% | +24.9% | -37.7% | -30.4% |
| YTD | +5.9% | +18.4% | -12.6% | -17.2% |
| 1Y | +3.3% | +13.0% | -9.7% | -15.1% |
| 3Y | +293.1% | +276.4% | +16.7% | +3.3% |
| 5Y | +606.7% | +296.4% | +310.3% | +76.5% |
| All | +2,798.6% | +944.7% | +1,853.9% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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