-19.1%
AVGO vs EXE
-7.6%
-11.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +4.1% |
| 7D | +6.1% | +1.5% | +4.6% | +6.0% |
| 30D | -2.7% | -0.2% | -2.5% | -3.1% |
| 3M | -16.9% | -9.2% | -7.6% | -19.5% |
| 6M | -19.1% | -7.2% | -11.9% | -23.2% |
| All | -19.1% | -7.6% | -11.5% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling