+2,062.4%
AVGO vs C
+227.2%
+1,835.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -9.9% | -2.4% | -7.5% | -8.7% |
| 30D | -22.0% | -6.0% | -16.0% | -19.6% |
| 3M | -30.0% | -10.5% | -19.5% | -26.3% |
| 6M | -30.7% | -5.7% | -25.0% | -29.2% |
| YTD | -14.7% | +4.1% | -18.8% | -17.4% |
| 1Y | -16.8% | +20.5% | -37.3% | -24.9% |
| 3Y | +244.4% | +208.1% | +36.3% | +96.1% |
| 5Y | +474.0% | +110.4% | +363.6% | +282.1% |
| All | +2,062.4% | +227.2% | +1,835.2% | +1,239.0% |
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