-16.8%
AVGO vs AR
+8.4%
-25.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.7% |
| 7D | -9.9% | -14.3% | +4.3% | -10.9% |
| 30D | -22.0% | +1.4% | -23.4% | -21.7% |
| 3M | -30.0% | +3.4% | -33.4% | -29.6% |
| 6M | -30.7% | -2.1% | -28.7% | -30.0% |
| YTD | -14.7% | +4.7% | -19.4% | -16.7% |
| 1Y | -16.8% | +10.6% | -27.4% | -19.7% |
| All | -16.8% | +8.4% | -25.2% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling