+332.9%
AVGO vs EXC
+21.5%
+311.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | -0.2% |
| 7D | -3.0% | +0.3% | -3.2% | -2.8% |
| 30D | -14.4% | -3.7% | -10.7% | -15.7% |
| 3M | -14.4% | -1.3% | -13.1% | -14.5% |
| 6M | +13.1% | -9.7% | +22.8% | +9.6% |
| YTD | +3.8% | +2.9% | +0.9% | +5.5% |
| 1Y | +17.8% | +4.4% | +13.4% | +20.9% |
| All | +332.9% | +21.5% | +311.5% | +381.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling