+2,856.4%
AVGO vs ECL
+149.7%
+2,706.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | -0.8% | -2.7% | +2.0% | +0.7% |
| 30D | -13.7% | -4.3% | -9.4% | -11.9% |
| 3M | -6.9% | +3.2% | -10.2% | -9.4% |
| 6M | +5.8% | -2.9% | +8.7% | +6.1% |
| YTD | +5.7% | +4.3% | +1.4% | +1.3% |
| 1Y | +9.0% | +1.6% | +7.4% | +5.2% |
| 3Y | +340.5% | +54.3% | +286.3% | +227.5% |
| 5Y | +711.1% | +26.5% | +684.6% | +564.9% |
| 10Y | +2,856.4% | +155.6% | +2,700.8% | +1,534.6% |
| All | +2,856.4% | +149.7% | +2,706.7% | +1,534.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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