+2,789.9%
AVGO vs CG
+332.1%
+2,457.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.8% |
| 7D | -0.8% | -6.4% | +5.6% | +2.3% |
| 30D | -13.7% | -7.1% | -6.7% | -10.9% |
| 3M | -6.9% | -1.6% | -5.4% | -7.1% |
| 6M | +5.8% | -8.3% | +14.1% | +8.6% |
| YTD | +5.7% | -23.8% | +29.5% | +17.5% |
| 1Y | +9.0% | -28.7% | +37.8% | +24.9% |
| 3Y | +340.5% | +49.2% | +291.4% | +238.8% |
| 5Y | +711.1% | +5.5% | +705.5% | +605.2% |
| All | +2,789.9% | +332.1% | +2,457.8% | +1,337.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling