+560.9%
AVGO vs EAT
+342.4%
+218.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +8.0% | +4.9% |
| 7D | 0.0% | -5.9% | +5.9% | +1.3% |
| 30D | -8.2% | +0.7% | -8.8% | -8.6% |
| 3M | -21.3% | -14.2% | -7.0% | -19.1% |
| 6M | -22.5% | +40.7% | -63.3% | -30.1% |
| YTD | -3.6% | +36.0% | -39.5% | -13.2% |
| 1Y | -6.7% | +83.1% | -89.7% | -22.6% |
| 3Y | +258.1% | +474.8% | -216.7% | +110.3% |
| 5Y | +560.9% | +347.6% | +213.3% | +273.5% |
| All | +560.9% | +342.4% | +218.5% | +273.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling