+2,664.2%
AVGO vs APH
+1,054.4%
+1,609.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | -3.0% | +5.0% | -7.9% | -7.0% |
| 30D | -14.4% | -3.9% | -10.6% | -12.1% |
| 3M | -14.4% | +13.0% | -27.4% | -24.3% |
| 6M | +13.1% | +25.2% | -12.0% | -10.8% |
| YTD | +3.8% | +22.9% | -19.1% | -20.7% |
| 1Y | +17.8% | +47.8% | -30.1% | -25.0% |
| 3Y | +325.3% | +283.0% | +42.2% | +11.4% |
| 5Y | +689.9% | +349.7% | +340.3% | +78.2% |
| All | +2,664.2% | +1,054.4% | +1,609.8% | +169.6% |
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