+345.6%
AVGO vs EW
+14.1%
+331.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.5% | +3.7% |
| 7D | -0.3% | -4.4% | +4.1% | +0.6% |
| 30D | -13.8% | -3.3% | -10.5% | -13.3% |
| 3M | -6.9% | +1.0% | -7.9% | -7.5% |
| 6M | +11.9% | +6.2% | +5.7% | +9.8% |
| YTD | +6.9% | +1.7% | +5.2% | +5.7% |
| 1Y | +7.4% | +8.1% | -0.7% | +4.7% |
| 3Y | +345.6% | +17.1% | +328.5% | +306.5% |
| All | +345.6% | +14.1% | +331.5% | +306.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling