+711.1%
AVGO vs ATI
+1,086.3%
-375.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -0.8% | +2.4% | -3.2% | -1.6% |
| 30D | -13.7% | -9.5% | -4.2% | -10.9% |
| 3M | -6.9% | +10.4% | -17.3% | -10.3% |
| 6M | +5.8% | +31.8% | -26.0% | -4.6% |
| YTD | +5.7% | +80.0% | -74.3% | -14.6% |
| 1Y | +9.0% | +175.8% | -166.8% | -23.9% |
| 3Y | +340.5% | +364.2% | -23.7% | +155.8% |
| 5Y | +711.1% | +1,076.9% | -365.8% | +289.7% |
| All | +711.1% | +1,086.3% | -375.3% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 5y: compounded portfolio wealth divided by compounded ATI 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…
5y analysis · Full analysis span regression · 6 months rolling