+2,660.6%
AVGO vs EAT
+320.8%
+2,339.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.1% | -4.8% |
| 7D | +18.2% | -4.0% | +22.1% | +19.1% |
| 30D | +0.2% | -2.9% | +3.1% | +0.6% |
| 3M | -16.8% | -16.9% | +0.1% | -13.9% |
| 6M | -16.5% | +57.0% | -73.4% | -25.6% |
| YTD | +0.8% | +38.2% | -37.4% | -8.6% |
| 1Y | +2.8% | +69.3% | -66.5% | -11.2% |
| 3Y | +278.5% | +483.0% | -204.4% | +138.8% |
| 5Y | +573.1% | +364.1% | +208.9% | +327.4% |
| All | +2,660.6% | +320.8% | +2,339.8% | +1,336.7% |
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