-0.7%
AVGO vs EXE
+4.8%
-5.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.3% |
| 7D | -0.8% | -2.7% | +1.9% | -1.0% |
| 30D | -13.7% | -0.4% | -13.4% | -13.7% |
| 3M | -6.9% | +9.5% | -16.4% | -6.0% |
| 6M | +5.8% | -9.3% | +15.1% | +6.4% |
| YTD | +5.7% | -10.9% | +16.6% | +7.0% |
| All | -0.7% | +4.8% | -5.5% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling