+474.0%
AVGO vs B
+134.6%
+339.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -9.9% | +9.6% | -19.5% | -11.8% |
| 30D | -22.0% | +3.5% | -25.5% | -22.7% |
| 3M | -30.0% | -1.6% | -28.5% | -30.2% |
| 6M | -30.7% | -1.7% | -29.1% | -31.2% |
| YTD | -14.7% | -5.3% | -9.4% | -15.5% |
| 1Y | -16.8% | +27.2% | -44.0% | -22.6% |
| 3Y | +244.4% | +166.1% | +78.3% | +175.2% |
| All | +474.0% | +134.6% | +339.4% | +358.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling