+31,416.6%
AVGO vs EXC
+141.5%
+31,275.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -3.0% | +0.3% | -3.2% | -3.1% |
| 30D | -14.4% | -3.7% | -10.7% | -13.5% |
| 3M | -14.4% | -1.3% | -13.1% | -14.7% |
| 6M | +13.1% | -9.7% | +22.8% | +15.9% |
| YTD | +3.8% | +2.9% | +0.9% | +1.3% |
| 1Y | +17.8% | +4.4% | +13.4% | +14.1% |
| 3Y | +325.3% | +22.2% | +303.0% | +274.8% |
| 5Y | +689.9% | +46.7% | +643.2% | +536.4% |
| 10Y | +2,597.0% | +155.3% | +2,441.7% | +1,640.5% |
| All | +31,416.6% | +141.5% | +31,275.1% | +19,694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling