+31,416.6%
AVGO vs B
+65.4%
+31,351.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -3.0% | -1.6% | -1.4% | -2.8% |
| 30D | -14.4% | +9.4% | -23.9% | -15.6% |
| 3M | -14.4% | +5.0% | -19.4% | -15.2% |
| 6M | +13.1% | -3.5% | +16.7% | +13.0% |
| YTD | +3.8% | +4.5% | -0.7% | +2.3% |
| 1Y | +17.8% | +67.8% | -50.0% | +9.6% |
| 3Y | +325.3% | +196.7% | +128.6% | +268.9% |
| 5Y | +689.9% | +151.9% | +538.0% | +588.6% |
| 10Y | +2,597.0% | +202.2% | +2,394.8% | +2,173.9% |
| All | +31,416.6% | +65.4% | +31,351.2% | +27,535.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling