+2,856.4%
AVGO vs EW
+121.7%
+2,734.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -0.8% | -5.1% | +4.3% | +1.2% |
| 30D | -13.7% | -6.4% | -7.4% | -11.7% |
| 3M | -6.9% | -1.6% | -5.4% | -6.9% |
| 6M | +5.8% | +2.3% | +3.5% | +3.9% |
| YTD | +5.7% | +1.1% | +4.6% | +4.1% |
| 1Y | +9.0% | +8.0% | +1.0% | +4.3% |
| 3Y | +340.5% | +16.3% | +324.2% | +286.2% |
| 5Y | +711.1% | -29.4% | +740.5% | +763.0% |
| 10Y | +2,856.4% | +125.6% | +2,730.8% | +1,938.6% |
| All | +2,856.4% | +121.7% | +2,734.7% | +1,938.6% |
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