+606.7%
AVGO vs EXPD
+63.3%
+543.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +5.0% | +5.3% |
| 7D | +25.0% | +3.6% | +21.4% | +23.3% |
| 30D | +2.0% | +0.3% | +1.7% | +2.1% |
| 3M | -12.3% | +6.1% | -18.3% | -14.2% |
| 6M | -12.8% | +27.4% | -40.2% | -21.3% |
| YTD | +5.9% | +32.0% | -26.1% | -7.2% |
| 1Y | +3.3% | +40.5% | -37.2% | -12.1% |
| 3Y | +293.1% | +75.7% | +217.4% | +187.1% |
| 5Y | +606.7% | +61.7% | +545.0% | +417.7% |
| All | +606.7% | +63.3% | +543.4% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 5y: compounded portfolio wealth divided by compounded EXPD 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…
5y analysis · Full analysis span regression · 6 months rolling