+2,475.6%
AVGO vs EXPE
+112.4%
+2,363.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.5% |
| 7D | 0.0% | -11.2% | +11.2% | +3.1% |
| 30D | -8.2% | -7.5% | -0.7% | -6.8% |
| 3M | -21.3% | -19.1% | -2.2% | -17.7% |
| 6M | -22.5% | +10.7% | -33.3% | -26.8% |
| YTD | -3.6% | -9.9% | +6.4% | -4.8% |
| 1Y | -6.7% | -4.6% | -2.1% | -9.7% |
| 3Y | +258.1% | +116.8% | +141.4% | +156.9% |
| 5Y | +560.9% | +38.6% | +522.3% | +417.0% |
| 10Y | +2,475.6% | +115.9% | +2,359.8% | +1,287.0% |
| All | +2,475.6% | +112.4% | +2,363.2% | +1,287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling