+7.4%
AVGO vs EXC
+4.7%
+2.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +3.4% |
| 7D | -0.3% | +1.2% | -1.5% | +0.4% |
| 30D | -13.8% | -2.7% | -11.1% | -15.0% |
| 3M | -6.9% | -1.0% | -6.0% | -7.4% |
| 6M | +11.9% | -9.3% | +21.2% | +8.5% |
| YTD | +6.9% | +3.6% | +3.3% | +6.9% |
| 1Y | +7.4% | +5.9% | +1.5% | +7.1% |
| All | +7.4% | +4.7% | +2.7% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling