+32,043.9%
AVGO vs C
+347.9%
+31,696.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.7% | +5.6% |
| 7D | +25.0% | +4.7% | +20.2% | +22.5% |
| 30D | +2.0% | +0.2% | +1.8% | +2.2% |
| 3M | -12.3% | -9.3% | -2.9% | -8.3% |
| 6M | -12.8% | -0.8% | -12.0% | -12.8% |
| YTD | +5.9% | +8.5% | -2.7% | +1.0% |
| 1Y | +3.3% | +23.1% | -19.8% | -6.9% |
| 3Y | +293.1% | +220.8% | +72.3% | +128.3% |
| 5Y | +606.7% | +112.4% | +494.3% | +382.8% |
| 10Y | +2,733.6% | +217.9% | +2,515.7% | +1,403.5% |
| All | +32,043.9% | +347.9% | +31,696.0% | +14,038.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling