+2,475.6%
AVGO vs EW
+234.0%
+2,241.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.2% |
| 7D | 0.0% | +9.3% | -9.3% | -3.5% |
| 30D | -8.2% | +22.1% | -30.2% | -15.2% |
| 3M | -21.3% | +13.0% | -34.3% | -25.2% |
| 6M | -22.5% | +30.1% | -52.6% | -30.9% |
| YTD | -3.6% | +22.0% | -25.6% | -12.0% |
| 1Y | -6.7% | +23.7% | -30.4% | -15.3% |
| 3Y | +258.1% | +62.0% | +196.2% | +171.5% |
| 5Y | +560.9% | -12.4% | +573.3% | +546.7% |
| 10Y | +2,475.6% | +236.1% | +2,239.6% | +1,425.5% |
| All | +2,475.6% | +234.0% | +2,241.6% | +1,425.5% |
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