+720.9%
AVGO vs EXE
+163.8%
+557.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +6.1% | +1.5% | +4.6% | +5.8% |
| 30D | -2.7% | -0.2% | -2.5% | -2.6% |
| 3M | -16.9% | -9.2% | -7.6% | -15.4% |
| 6M | -19.1% | -7.2% | -11.9% | -18.3% |
| YTD | +0.3% | -18.3% | +18.6% | +3.5% |
| 1Y | -1.2% | -23.6% | +22.4% | +3.6% |
| 3Y | +272.4% | +21.9% | +250.5% | +251.0% |
| 5Y | +579.0% | +73.7% | +505.4% | +514.0% |
| All | +720.9% | +163.8% | +557.1% | +592.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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