+474.0%
AVGO vs CAPR
+142.6%
+331.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -3.9% | +0.7% |
| 7D | -9.9% | +41.1% | -51.0% | -10.2% |
| 30D | -22.0% | +11.1% | -33.1% | -22.1% |
| 3M | -30.0% | +115.3% | -145.4% | -30.6% |
| 6M | -30.7% | -73.8% | +43.1% | -30.2% |
| YTD | -14.7% | -68.8% | +54.1% | -14.2% |
| 1Y | -16.8% | +43.3% | -60.1% | -19.0% |
| 3Y | +244.4% | +214.7% | +29.7% | +200.4% |
| All | +474.0% | +142.6% | +331.4% | +372.0% |
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