+2,086.2%
AVGO vs CARR
+425.9%
+1,660.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.4% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -13.7% | -8.7% | -5.1% | -10.8% |
| 3M | -6.9% | -18.4% | +11.4% | +0.2% |
| 6M | +5.8% | -0.6% | +6.4% | +4.6% |
| YTD | +5.7% | +10.9% | -5.3% | -0.4% |
| 1Y | +9.0% | -7.3% | +16.3% | +10.0% |
| 3Y | +340.5% | +2.9% | +337.6% | +326.9% |
| 5Y | +711.1% | +9.6% | +701.4% | +639.7% |
| All | +2,086.2% | +425.9% | +1,660.2% | +1,530.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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