+584.4%
AVGO vs COMP
-52.0%
+636.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.7% | -10.0% | -0.5% |
| 7D | -9.9% | +13.4% | -23.4% | -11.3% |
| 30D | -22.0% | +11.1% | -33.1% | -23.1% |
| 3M | -30.0% | -18.8% | -11.2% | -28.6% |
| 6M | -30.7% | +10.5% | -41.2% | -32.3% |
| YTD | -14.7% | -3.4% | -11.3% | -16.2% |
| 1Y | -16.8% | +19.7% | -36.5% | -20.5% |
| 3Y | +244.4% | +381.6% | -137.2% | +165.1% |
| 5Y | +474.0% | -17.6% | +491.6% | +398.6% |
| All | +584.4% | -52.0% | +636.3% | +490.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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