+31,416.6%
AVGO vs EXPD
+624.2%
+30,792.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -3.0% | -1.1% | -1.8% | -2.4% |
| 30D | -14.4% | +4.1% | -18.5% | -16.3% |
| 3M | -14.4% | +17.9% | -32.3% | -22.1% |
| 6M | +13.1% | +29.2% | -16.1% | -3.0% |
| YTD | +3.8% | +27.4% | -23.6% | -11.4% |
| 1Y | +17.8% | +56.8% | -39.1% | -11.8% |
| 3Y | +325.3% | +68.0% | +257.2% | +197.3% |
| 5Y | +689.9% | +61.9% | +628.1% | +452.2% |
| 10Y | +2,597.0% | +316.0% | +2,281.0% | +945.3% |
| All | +31,416.6% | +624.2% | +30,792.5% | +8,957.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling