+32,355.3%
AVGO vs BG
+162.0%
+32,193.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.6% |
| 7D | -0.3% | +2.4% | -2.7% | -1.0% |
| 30D | -13.8% | +15.0% | -28.9% | -17.8% |
| 3M | -6.9% | -0.7% | -6.3% | -7.3% |
| 6M | +11.9% | +7.5% | +4.4% | +8.3% |
| YTD | +6.9% | +41.6% | -34.7% | -6.1% |
| 1Y | +7.4% | +50.7% | -43.3% | -8.3% |
| 3Y | +345.6% | +20.3% | +325.3% | +297.2% |
| 5Y | +718.9% | +85.2% | +633.6% | +492.8% |
| 10Y | +2,755.4% | +160.6% | +2,594.7% | +1,503.9% |
| All | +32,355.3% | +162.0% | +32,193.3% | +17,668.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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