+278.5%
AVGO vs EXC
+31.9%
+246.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.1% | -4.1% |
| 7D | +18.2% | +1.4% | +16.8% | +19.0% |
| 30D | +0.2% | +8.6% | -8.3% | +4.5% |
| 3M | -16.8% | +2.4% | -19.2% | -15.6% |
| 6M | -16.5% | +6.5% | -22.9% | -13.4% |
| YTD | +0.8% | +9.0% | -8.2% | +5.9% |
| 1Y | +2.8% | +4.6% | -1.8% | +6.4% |
| 3Y | +278.5% | +33.5% | +245.1% | +342.5% |
| All | +278.5% | +31.9% | +246.7% | +342.5% |
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