+29,187.3%
AVGO vs ECL
+783.1%
+28,404.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | 0.0% | +0.4% | -0.5% | -0.2% |
| 30D | -8.2% | +8.6% | -16.8% | -12.6% |
| 3M | -21.3% | +7.9% | -29.2% | -25.1% |
| 6M | -22.5% | +21.0% | -43.6% | -31.9% |
| YTD | -3.6% | +17.5% | -21.1% | -14.3% |
| 1Y | -6.7% | +19.7% | -26.3% | -18.2% |
| 3Y | +258.1% | +77.4% | +180.7% | +139.2% |
| 5Y | +560.9% | +38.7% | +522.2% | +405.5% |
| 10Y | +2,475.6% | +193.5% | +2,282.1% | +1,024.5% |
| All | +29,187.3% | +783.1% | +28,404.3% | +5,654.4% |
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