+2,755.4%
AVGO vs AR
+45.1%
+2,710.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | -0.3% | -1.8% | +1.5% | -0.1% |
| 30D | -13.8% | +12.6% | -26.4% | -15.1% |
| 3M | -6.9% | +10.0% | -16.9% | -8.2% |
| 6M | +11.9% | +0.6% | +11.3% | +11.2% |
| YTD | +6.9% | +13.4% | -6.5% | +4.5% |
| 1Y | +7.4% | +21.7% | -14.3% | +4.0% |
| 3Y | +345.6% | +45.8% | +299.7% | +321.3% |
| 5Y | +718.9% | +144.3% | +574.6% | +627.0% |
| 10Y | +2,755.4% | +41.8% | +2,713.6% | +2,454.0% |
| All | +2,755.4% | +45.1% | +2,710.2% | +2,454.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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