+2,660.6%
AVGO vs ECL
+197.5%
+2,463.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.4% | -5.6% |
| 7D | +18.2% | +2.9% | +15.3% | +16.4% |
| 30D | +0.2% | +7.5% | -7.3% | -3.7% |
| 3M | -16.8% | +12.2% | -29.0% | -22.1% |
| 6M | -16.5% | +24.6% | -41.0% | -26.8% |
| YTD | +0.8% | +18.8% | -17.9% | -10.0% |
| 1Y | +2.8% | +19.3% | -16.5% | -8.6% |
| 3Y | +278.5% | +78.2% | +200.3% | +160.3% |
| 5Y | +573.1% | +38.8% | +534.3% | +426.1% |
| All | +2,660.6% | +197.5% | +2,463.1% | +1,310.6% |
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