+31,416.6%
AVGO vs ECL
+703.8%
+30,712.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.0% | -2.6% | -0.3% | -1.4% |
| 30D | -14.4% | -2.2% | -12.3% | -13.5% |
| 3M | -14.4% | +10.1% | -24.5% | -20.2% |
| 6M | +13.1% | -5.7% | +18.9% | +15.5% |
| YTD | +3.8% | +7.0% | -3.2% | -2.3% |
| 1Y | +17.8% | +2.7% | +15.1% | +12.6% |
| 3Y | +325.3% | +57.7% | +267.5% | +204.6% |
| 5Y | +689.9% | +31.1% | +658.8% | +523.1% |
| 10Y | +2,597.0% | +150.9% | +2,446.1% | +1,204.7% |
| All | +31,416.6% | +703.8% | +30,712.9% | +6,459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling