+766.4%
AVGO vs EXE
+163.0%
+603.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +25.0% | +3.6% | +21.4% | +24.2% |
| 30D | +2.0% | -4.3% | +6.3% | +2.8% |
| 3M | -12.3% | -7.7% | -4.6% | -11.0% |
| 6M | -12.8% | -7.2% | -5.6% | -11.9% |
| YTD | +5.9% | -18.5% | +24.4% | +9.3% |
| 1Y | +3.3% | -24.4% | +27.7% | +8.6% |
| 3Y | +293.1% | +21.6% | +271.5% | +270.7% |
| 5Y | +606.7% | +77.3% | +529.4% | +538.1% |
| All | +766.4% | +163.0% | +603.4% | +631.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling