+697.6%
AVGO vs APP
+478.2%
+219.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.6% | +3.6% |
| 7D | +6.1% | +48.9% | -42.9% | -2.9% |
| 30D | -2.7% | +49.4% | -52.1% | -11.2% |
| 3M | -16.9% | +27.0% | -43.9% | -22.0% |
| 6M | -19.1% | -15.4% | -3.8% | -18.9% |
| YTD | +0.3% | -39.9% | +40.2% | +5.1% |
| 1Y | -1.2% | -32.0% | +30.8% | +1.0% |
| 3Y | +272.4% | +824.3% | -551.9% | +124.1% |
| 5Y | +579.0% | +252.4% | +326.6% | +328.1% |
| All | +697.6% | +478.2% | +219.4% | +363.9% |
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