+244.4%
AVGO vs ECL
+78.2%
+166.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -9.9% | -0.8% | -9.2% | -9.7% |
| 30D | -22.0% | +8.1% | -30.1% | -23.5% |
| 3M | -30.0% | +6.4% | -36.4% | -31.2% |
| 6M | -30.7% | +14.8% | -45.5% | -33.8% |
| YTD | -14.7% | +15.5% | -30.1% | -19.4% |
| 1Y | -16.8% | +20.1% | -36.9% | -22.8% |
| 3Y | +244.4% | +77.8% | +166.7% | +177.9% |
| All | +244.4% | +78.2% | +166.3% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling