+691.7%
AVGO vs CAPR
+84.7%
+607.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -3.0% | -2.0% | -1.0% | -2.9% |
| 30D | -14.4% | +139.2% | -153.6% | -15.1% |
| 3M | -14.4% | -66.4% | +51.9% | -13.9% |
| 6M | +13.1% | -63.1% | +76.3% | +13.7% |
| YTD | +3.8% | -67.4% | +71.2% | +4.4% |
| 1Y | +17.8% | +58.2% | -40.5% | +14.1% |
| 3Y | +325.3% | +42.2% | +283.0% | +287.1% |
| All | +691.7% | +84.7% | +607.0% | +563.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling