+2,660.6%
AVGO vs EW
+254.3%
+2,406.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.0% | -5.3% |
| 7D | +18.2% | +4.9% | +13.3% | +16.0% |
| 30D | +0.2% | +23.9% | -23.7% | -7.9% |
| 3M | -16.8% | +15.8% | -32.6% | -21.7% |
| 6M | -16.5% | +31.7% | -48.1% | -25.7% |
| YTD | +0.8% | +25.7% | -24.9% | -9.1% |
| 1Y | +2.8% | +24.4% | -21.6% | -6.9% |
| 3Y | +278.5% | +65.9% | +212.7% | +184.5% |
| 5Y | +573.1% | -7.6% | +580.7% | +544.1% |
| All | +2,660.6% | +254.3% | +2,406.3% | +1,513.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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