+2,798.6%
AVGO vs COO
+40.1%
+2,758.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.0% |
| 7D | +25.0% | -2.1% | +27.1% | +26.1% |
| 30D | +2.0% | +13.9% | -11.9% | -4.0% |
| 3M | -12.3% | -18.9% | +6.7% | -5.2% |
| 6M | -12.8% | +3.7% | -16.5% | -17.4% |
| YTD | +5.9% | -24.1% | +30.0% | +16.4% |
| 1Y | +3.3% | -14.2% | +17.5% | +6.4% |
| 3Y | +293.1% | -24.5% | +317.5% | +299.9% |
| 5Y | +606.7% | -40.4% | +647.1% | +715.6% |
| All | +2,798.6% | +40.1% | +2,758.6% | +1,801.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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