+1,394.5%
AVGO vs AVTR
+1.1%
+1,393.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.0% | -2.0% | +3.1% | +1.7% |
| 30D | -13.3% | +8.1% | -21.3% | -15.5% |
| 3M | -2.9% | +54.2% | -57.1% | -16.9% |
| 6M | +5.7% | +82.6% | -76.9% | -15.3% |
| YTD | +4.6% | +29.8% | -25.2% | -6.5% |
| 1Y | -1.6% | +18.0% | -19.7% | -12.1% |
| 3Y | +336.2% | -26.4% | +362.7% | +341.0% |
| 5Y | +695.6% | -64.8% | +760.5% | +989.5% |
| All | +1,394.5% | +1.1% | +1,393.5% | +1,054.9% |
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