+262.1%
AVGO vs EW
+57.6%
+204.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +8.3% |
| 7D | -0.9% | +12.3% | -13.1% | -3.2% |
| 30D | -11.6% | +22.9% | -34.5% | -15.3% |
| 3M | -25.2% | +16.7% | -41.9% | -27.6% |
| 6M | -25.4% | +31.0% | -56.4% | -30.0% |
| YTD | -7.2% | +22.8% | -30.0% | -11.7% |
| 1Y | -7.9% | +25.6% | -33.5% | -12.8% |
| 3Y | +262.1% | +62.0% | +200.1% | +206.5% |
| All | +262.1% | +57.6% | +204.5% | +206.5% |
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