+1,339.9%
AVGO vs AVTR
+5.6%
+1,334.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.6% |
| 7D | +18.2% | +0.5% | +17.7% | +18.0% |
| 30D | +0.2% | -1.0% | +1.2% | +0.6% |
| 3M | -16.8% | +12.2% | -29.0% | -20.0% |
| 6M | -16.5% | +97.5% | -113.9% | -34.6% |
| YTD | +0.8% | +35.6% | -34.8% | -11.3% |
| 1Y | +2.8% | +32.8% | -30.0% | -9.2% |
| 3Y | +278.5% | -16.5% | +295.0% | +265.3% |
| 5Y | +573.1% | -59.1% | +632.2% | +765.7% |
| All | +1,339.9% | +5.6% | +1,334.4% | +995.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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