+2,660.6%
AVGO vs B
+216.6%
+2,444.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.7% |
| 7D | +18.2% | -7.3% | +25.5% | +19.6% |
| 30D | +0.2% | -3.3% | +3.6% | +0.6% |
| 3M | -16.8% | -7.8% | -9.0% | -16.0% |
| 6M | -16.5% | -15.5% | -0.9% | -14.7% |
| YTD | +0.8% | -12.3% | +13.1% | +1.5% |
| 1Y | +2.8% | +5.4% | -2.5% | +0.3% |
| 3Y | +278.5% | +165.5% | +113.0% | +217.1% |
| 5Y | +573.1% | +107.0% | +466.0% | +471.6% |
| All | +2,660.6% | +216.6% | +2,444.0% | +2,170.9% |
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