+525.7%
AVGO vs EW
-12.2%
+537.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +8.0% |
| 7D | -0.9% | +12.3% | -13.1% | -4.3% |
| 30D | -11.6% | +22.9% | -34.5% | -17.0% |
| 3M | -25.2% | +16.7% | -41.9% | -28.8% |
| 6M | -25.4% | +31.0% | -56.4% | -31.9% |
| YTD | -7.2% | +22.8% | -30.0% | -13.7% |
| 1Y | -7.9% | +25.6% | -33.5% | -15.0% |
| 3Y | +262.1% | +62.0% | +200.1% | +186.8% |
| 5Y | +525.7% | -12.8% | +538.5% | +536.7% |
| All | +525.7% | -12.2% | +537.9% | +536.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling