+345.6%
AVGO vs EXE
+21.0%
+324.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | -13.8% | +6.4% | -20.2% | -15.1% |
| 3M | -6.9% | +9.2% | -16.2% | -9.0% |
| 6M | +11.9% | -7.0% | +18.9% | +13.8% |
| YTD | +6.9% | -9.5% | +16.3% | +9.2% |
| 1Y | +7.4% | +6.2% | +1.2% | +2.5% |
| 3Y | +345.6% | +20.7% | +324.8% | +302.3% |
| All | +345.6% | +21.0% | +324.6% | +302.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling