+336.8%
AVGO vs EQX
+168.9%
+167.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +1.1% | -3.2% | +4.3% | +1.6% |
| 30D | -13.0% | +7.8% | -20.8% | -14.3% |
| 3M | -6.0% | +21.3% | -27.3% | -9.6% |
| 6M | +6.4% | -22.4% | +28.8% | +8.8% |
| YTD | +5.0% | -11.3% | +16.3% | +4.0% |
| 1Y | +1.4% | +13.5% | -12.1% | -3.9% |
| 3Y | +336.8% | +162.1% | +174.7% | +277.6% |
| All | +336.8% | +168.9% | +167.9% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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