+759.2%
AVGO vs EXE
+182.2%
+577.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +1.1% | -3.1% | +4.3% | +1.8% |
| 30D | -13.0% | -0.9% | -12.1% | -12.9% |
| 3M | -6.0% | +9.6% | -15.5% | -7.9% |
| 6M | +6.4% | -11.6% | +18.0% | +8.6% |
| YTD | +5.0% | -12.6% | +17.5% | +7.0% |
| 1Y | +1.4% | +1.2% | +0.2% | -0.4% |
| 3Y | +336.8% | +18.0% | +318.8% | +313.7% |
| 5Y | +698.2% | +101.1% | +597.1% | +607.1% |
| All | +759.2% | +182.2% | +577.0% | +616.3% |
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