+2,584.7%
AVGO vs APH
+950.8%
+1,633.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.7% |
| 7D | +6.1% | +0.4% | +5.7% | +5.8% |
| 30D | -2.7% | -8.0% | +5.3% | +4.0% |
| 3M | -16.9% | -5.0% | -11.9% | -14.4% |
| 6M | -19.1% | +29.9% | -49.1% | -37.8% |
| YTD | +0.3% | +18.0% | -17.7% | -21.3% |
| 1Y | -1.2% | +11.3% | -12.5% | -17.7% |
| 3Y | +272.4% | +274.9% | -2.5% | -1.8% |
| 5Y | +579.0% | +300.6% | +278.4% | +67.9% |
| 10Y | +2,584.7% | +944.2% | +1,640.5% | +176.4% |
| All | +2,584.7% | +950.8% | +1,633.9% | +176.4% |
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