+2,798.6%
AVGO vs EXC
+201.2%
+2,597.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +25.0% | -1.9% | +26.9% | +25.8% |
| 30D | +2.0% | +7.8% | -5.8% | -0.9% |
| 3M | -12.3% | +1.9% | -14.1% | -13.1% |
| 6M | -12.8% | +3.4% | -16.2% | -14.7% |
| YTD | +5.9% | +7.6% | -1.7% | +1.2% |
| 1Y | +3.3% | +2.1% | +1.2% | +0.8% |
| 3Y | +293.1% | +29.6% | +263.5% | +232.0% |
| 5Y | +606.7% | +39.5% | +567.2% | +462.6% |
| All | +2,798.6% | +201.2% | +2,597.4% | +1,488.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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