+149.8%
AVGO vs AS
+133.7%
+16.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.3% | -8.2% | -9.7% |
| 7D | -15.5% | +7.1% | -22.6% | -17.4% |
| 30D | -22.4% | +12.8% | -35.3% | -25.5% |
| 3M | -30.2% | -14.7% | -15.4% | -26.9% |
| 6M | -31.6% | -9.9% | -21.6% | -30.0% |
| YTD | -15.3% | -16.1% | +0.8% | -12.0% |
| 1Y | -18.2% | +0.2% | -18.3% | -19.7% |
| All | +149.8% | +133.7% | +16.1% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling