+28,084.6%
AVGO vs CAPR
-98.9%
+28,183.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.4% | -0.7% | +8.7% |
| 7D | -0.9% | +36.0% | -36.9% | -1.2% |
| 30D | -11.6% | +25.8% | -37.4% | -11.9% |
| 3M | -25.2% | +140.8% | -166.0% | -26.2% |
| 6M | -25.4% | -67.6% | +42.1% | -25.1% |
| YTD | -7.2% | -65.9% | +58.7% | -6.9% |
| 1Y | -7.9% | +66.1% | -74.0% | -12.1% |
| 3Y | +262.1% | +256.9% | +5.2% | +234.6% |
| 5Y | +525.7% | +172.1% | +353.6% | +475.2% |
| 10Y | +2,300.3% | -64.7% | +2,365.0% | +2,028.1% |
| All | +28,084.6% | -98.9% | +28,183.5% | +25,071.8% |
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