+339.7%
AVGO vs AVTR
-26.6%
+366.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | -0.8% | +1.6% | -2.3% | -1.0% |
| 30D | -13.7% | +8.4% | -22.1% | -14.7% |
| 3M | -6.9% | +50.2% | -57.1% | -12.8% |
| 6M | +5.8% | +82.6% | -76.8% | -4.3% |
| YTD | +5.7% | +29.8% | -24.2% | +0.7% |
| 1Y | +9.0% | +16.0% | -7.0% | +3.8% |
| All | +339.7% | -26.6% | +366.3% | +355.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling