+1,332.5%
AVGO vs AVTR
+6.9%
+1,325.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.7% |
| 7D | +6.1% | +0.5% | +5.6% | +6.0% |
| 30D | -2.7% | +1.5% | -4.2% | -3.1% |
| 3M | -16.9% | +14.2% | -31.1% | -20.6% |
| 6M | -19.1% | +97.4% | -116.5% | -36.7% |
| YTD | +0.3% | +37.3% | -37.0% | -12.1% |
| 1Y | -1.2% | +36.8% | -38.0% | -13.6% |
| 3Y | +272.4% | -15.2% | +287.7% | +257.6% |
| 5Y | +579.0% | -59.2% | +638.2% | +775.4% |
| All | +1,332.5% | +6.9% | +1,325.6% | +985.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling