+2,660.6%
AVGO vs APH
+926.5%
+1,734.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.0% | -3.3% |
| 7D | +18.2% | +4.9% | +13.3% | +13.6% |
| 30D | +0.2% | -5.4% | +5.6% | +4.7% |
| 3M | -16.8% | -5.5% | -11.3% | -13.9% |
| 6M | -16.5% | +25.9% | -42.4% | -33.7% |
| YTD | +0.8% | +16.4% | -15.5% | -19.9% |
| 1Y | +2.8% | +16.5% | -13.7% | -18.1% |
| 3Y | +278.5% | +270.9% | +7.7% | +0.7% |
| 5Y | +573.1% | +289.5% | +283.6% | +70.7% |
| All | +2,660.6% | +926.5% | +1,734.2% | +188.3% |
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