+2,755.4%
AVGO vs CAPR
-77.1%
+2,832.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.6% | +6.6% | +3.0% |
| 7D | -0.3% | -9.5% | +9.2% | -0.2% |
| 30D | -13.8% | +121.5% | -135.4% | -15.0% |
| 3M | -6.9% | -65.4% | +58.4% | -6.3% |
| 6M | +11.9% | -67.5% | +79.5% | +12.7% |
| YTD | +6.9% | -68.6% | +75.5% | +7.6% |
| 1Y | +7.4% | +42.7% | -35.3% | +2.1% |
| 3Y | +345.6% | +43.4% | +302.2% | +310.6% |
| 5Y | +718.9% | +86.0% | +632.8% | +640.2% |
| 10Y | +2,755.4% | -77.4% | +2,832.8% | +2,426.6% |
| All | +2,755.4% | -77.1% | +2,832.5% | +2,426.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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