+2,761.7%
AVGO vs EAT
+379.9%
+2,381.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.0% | -6.2% | +7.2% | +2.4% |
| 30D | -13.3% | -3.0% | -10.3% | -13.0% |
| 3M | -2.9% | +45.6% | -48.5% | -11.4% |
| 6M | +5.7% | +53.5% | -47.8% | -5.4% |
| YTD | +4.6% | +49.6% | -44.9% | -6.2% |
| 1Y | -1.6% | +38.9% | -40.6% | -11.0% |
| 3Y | +336.2% | +589.7% | -253.4% | +166.5% |
| 5Y | +695.6% | +318.7% | +377.0% | +418.5% |
| All | +2,761.7% | +379.9% | +2,381.9% | +1,315.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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