+1,715.3%
AVGO vs BE
+891.6%
+823.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +4.6% |
| 7D | 0.0% | -13.4% | +13.3% | +2.2% |
| 30D | -8.2% | -33.9% | +25.7% | -2.3% |
| 3M | -21.3% | -12.0% | -9.3% | -20.4% |
| 6M | -22.5% | -29.0% | +6.4% | -20.7% |
| YTD | -3.6% | +113.4% | -116.9% | -19.0% |
| 1Y | -6.7% | +33.2% | -39.9% | -16.6% |
| 3Y | +258.1% | +1,659.2% | -1,401.1% | +103.0% |
| 5Y | +560.9% | +461.4% | +99.5% | +316.3% |
| All | +1,715.3% | +891.6% | +823.8% | +716.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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