+262.1%
AVGO vs COMP
+431.5%
-169.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.7% | +3.1% | +8.2% |
| 7D | -0.9% | +14.5% | -15.4% | -2.2% |
| 30D | -11.6% | +14.9% | -26.5% | -13.0% |
| 3M | -25.2% | -14.2% | -10.9% | -24.3% |
| 6M | -25.4% | +23.7% | -49.2% | -27.7% |
| YTD | -7.2% | +2.1% | -9.3% | -9.2% |
| 1Y | -7.9% | +26.2% | -34.1% | -11.8% |
| 3Y | +262.1% | +470.9% | -208.8% | +203.7% |
| All | +262.1% | +431.5% | -169.4% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling