+31,416.6%
AVGO vs CAPR
-98.9%
+31,515.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.6% |
| 3M | -14.4% | -66.4% | +51.9% | -13.9% |
| 6M | +13.1% | -63.1% | +76.3% | +13.6% |
| YTD | +3.8% | -67.4% | +71.2% | +4.3% |
| 1Y | +17.8% | +58.2% | -40.5% | +12.5% |
| 3Y | +325.3% | +42.2% | +283.0% | +298.5% |
| 5Y | +689.9% | +87.3% | +602.7% | +630.5% |
| 10Y | +2,597.0% | -75.3% | +2,672.3% | +2,299.9% |
| All | +31,416.6% | -98.9% | +31,515.5% | +28,088.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling