+701.8%
AVGO vs APP
+484.4%
+217.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.9% | -8.7% | -5.5% |
| 7D | +18.2% | +4.6% | +13.6% | +17.1% |
| 30D | +0.2% | +56.0% | -55.8% | -9.4% |
| 3M | -16.8% | +30.8% | -47.6% | -22.4% |
| 6M | -16.5% | -9.8% | -6.7% | -17.3% |
| YTD | +0.8% | -39.3% | +40.1% | +5.3% |
| 1Y | +2.8% | -26.4% | +29.3% | +3.4% |
| 3Y | +278.5% | +887.9% | -609.4% | +125.2% |
| 5Y | +573.1% | +264.1% | +309.0% | +322.6% |
| All | +701.8% | +484.4% | +217.3% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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