+2,300.3%
AVGO vs B
+183.2%
+2,117.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.2% | +4.6% | +8.0% |
| 7D | -0.9% | +11.3% | -12.2% | -2.8% |
| 30D | -11.6% | +2.9% | -14.6% | -12.1% |
| 3M | -25.2% | -2.9% | -22.3% | -25.1% |
| 6M | -25.4% | -1.2% | -24.2% | -25.9% |
| YTD | -7.2% | -1.3% | -5.9% | -8.3% |
| 1Y | -7.9% | +30.4% | -38.3% | -13.2% |
| 3Y | +262.1% | +195.3% | +66.8% | +197.5% |
| 5Y | +525.7% | +146.2% | +379.5% | +416.7% |
| 10Y | +2,300.3% | +200.5% | +2,099.8% | +1,854.3% |
| All | +2,300.3% | +183.2% | +2,117.1% | +1,854.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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