-10.2%
AVGO vs CAPR
+64.2%
-74.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.4% | -0.7% | +8.8% |
| 7D | -0.9% | +36.0% | -36.9% | -0.8% |
| 30D | -11.6% | +25.8% | -37.4% | -11.6% |
| 3M | -25.2% | +140.8% | -166.0% | -24.9% |
| 6M | -25.4% | -67.6% | +42.1% | -25.2% |
| YTD | -7.2% | -65.9% | +58.7% | -6.8% |
| All | -10.2% | +64.2% | -74.4% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling