+606.7%
AVGO vs BABA
-39.3%
+646.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -7.1% | +12.6% | +6.8% |
| 7D | +25.0% | -12.7% | +37.7% | +27.7% |
| 30D | +2.0% | -14.9% | +16.8% | +4.6% |
| 3M | -12.3% | -24.6% | +12.4% | -8.3% |
| 6M | -12.8% | -29.3% | +16.5% | -8.1% |
| YTD | +5.9% | -35.0% | +40.9% | +12.8% |
| 1Y | +3.3% | -39.7% | +43.0% | +11.5% |
| 3Y | +293.1% | +21.2% | +271.9% | +268.0% |
| 5Y | +606.7% | -39.9% | +646.6% | +601.4% |
| All | +606.7% | -39.3% | +646.0% | +601.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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