+578.6%
AVGO vs APP
+458.9%
+119.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.9% | -9.1% | -1.0% |
| 7D | -9.9% | +71.2% | -81.1% | -20.0% |
| 30D | -22.0% | +39.1% | -61.1% | -27.8% |
| 3M | -30.0% | +16.5% | -46.6% | -33.3% |
| 6M | -30.7% | -16.6% | -14.2% | -30.6% |
| YTD | -14.7% | -41.9% | +27.3% | -10.1% |
| 1Y | -16.8% | -37.0% | +20.2% | -13.8% |
| 3Y | +244.4% | +892.4% | -648.0% | +105.1% |
| 5Y | +474.0% | +297.3% | +176.7% | +259.8% |
| All | +578.6% | +458.9% | +119.7% | +297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling