+2,755.4%
AVGO vs C
+289.2%
+2,466.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | -0.3% | +3.2% | -3.5% | -1.9% |
| 30D | -13.8% | +1.3% | -15.1% | -14.5% |
| 3M | -6.9% | +3.1% | -10.0% | -8.6% |
| 6M | +11.9% | +29.6% | -17.7% | -2.0% |
| YTD | +6.9% | +19.0% | -12.1% | -2.9% |
| 1Y | +7.4% | +45.6% | -38.2% | -11.9% |
| 3Y | +345.6% | +269.3% | +76.3% | +132.3% |
| 5Y | +718.9% | +131.6% | +587.3% | +419.4% |
| 10Y | +2,755.4% | +286.5% | +2,468.8% | +1,355.5% |
| All | +2,755.4% | +289.2% | +2,466.1% | +1,355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling