-12.8%
AVGO vs AR
+4.7%
-17.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.8% |
| 7D | +25.0% | +6.4% | +18.6% | +26.3% |
| 30D | +2.0% | +3.1% | -1.1% | +3.1% |
| 3M | -12.3% | +3.3% | -15.5% | -10.7% |
| 6M | -12.8% | +6.6% | -19.4% | -8.9% |
| All | -12.8% | +4.7% | -17.5% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling