+278.5%
AVGO vs CAPR
+239.1%
+39.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.9% | +2.2% | -4.7% |
| 7D | +18.2% | +5.9% | +12.3% | +18.1% |
| 30D | +0.2% | +44.6% | -44.4% | +0.1% |
| 3M | -16.8% | +126.4% | -143.2% | -17.1% |
| 6M | -16.5% | -68.6% | +52.1% | -16.0% |
| YTD | +0.8% | -67.0% | +67.8% | +1.3% |
| 1Y | +2.8% | +65.2% | -62.3% | +1.4% |
| 3Y | +278.5% | +235.6% | +43.0% | +236.7% |
| All | +278.5% | +239.1% | +39.4% | +236.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling