+9.0%
AVGO vs EW
+7.5%
+1.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -0.8% | -5.1% | +4.3% | -0.4% |
| 30D | -13.7% | -6.4% | -7.4% | -13.3% |
| 3M | -6.9% | -1.6% | -5.4% | -7.3% |
| 6M | +5.8% | +2.3% | +3.5% | +4.7% |
| YTD | +5.7% | +1.1% | +4.6% | +3.9% |
| 1Y | +9.0% | +8.0% | +1.0% | +6.3% |
| All | +9.0% | +7.5% | +1.5% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling