+570.0%
AVGO vs COMP
-10.9%
+580.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -5.0% |
| 7D | +18.2% | 0.0% | +18.2% | +18.1% |
| 30D | +0.2% | +16.6% | -16.3% | -1.9% |
| 3M | -16.8% | -23.5% | +6.7% | -14.5% |
| 6M | -16.5% | +25.7% | -42.2% | -19.7% |
| YTD | +0.8% | -3.4% | +4.2% | -1.1% |
| 1Y | +2.8% | +7.6% | -4.8% | -0.5% |
| 3Y | +278.5% | +423.6% | -145.0% | +185.4% |
| All | +570.0% | -10.9% | +580.9% | +506.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling