+1,411.9%
AVGO vs AVTR
+6.1%
+1,405.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.8% |
| 7D | +25.0% | +3.2% | +21.8% | +23.8% |
| 30D | +2.0% | +0.5% | +1.5% | +1.8% |
| 3M | -12.3% | +12.1% | -24.4% | -15.7% |
| 6M | -12.8% | +91.2% | -104.0% | -31.0% |
| YTD | +5.9% | +36.3% | -30.4% | -7.1% |
| 1Y | +3.3% | +35.2% | -31.9% | -9.3% |
| 3Y | +293.1% | -15.8% | +308.9% | +278.2% |
| 5Y | +606.7% | -58.9% | +665.6% | +807.4% |
| All | +1,411.9% | +6.1% | +1,405.8% | +1,048.3% |
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