+579.3%
AVGO vs COMP
-56.6%
+635.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -8.2% | -2.3% | -9.5% |
| 7D | -15.5% | -1.8% | -13.7% | -15.3% |
| 30D | -22.4% | -0.8% | -21.7% | -22.5% |
| 3M | -30.2% | -28.1% | -2.0% | -27.7% |
| 6M | -31.6% | +27.0% | -58.5% | -34.5% |
| YTD | -15.3% | -12.8% | -2.5% | -15.8% |
| 1Y | -18.2% | +4.9% | -23.1% | -20.5% |
| 3Y | +241.2% | +321.0% | -79.8% | +167.0% |
| 5Y | +469.8% | -25.6% | +495.4% | +401.3% |
| All | +579.3% | -56.6% | +635.9% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling