+2,660.6%
AVGO vs EXPE
+123.5%
+2,537.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.4% |
| 7D | +18.2% | -0.5% | +18.6% | +18.3% |
| 30D | +0.2% | -6.1% | +6.3% | +1.3% |
| 3M | -16.8% | -21.3% | +4.5% | -12.3% |
| 6M | -16.5% | +19.0% | -35.5% | -22.7% |
| YTD | +0.8% | -8.4% | +9.2% | -0.9% |
| 1Y | +2.8% | -2.8% | +5.6% | -1.0% |
| 3Y | +278.5% | +120.8% | +157.8% | +170.4% |
| 5Y | +573.1% | +46.2% | +526.9% | +418.6% |
| All | +2,660.6% | +123.5% | +2,537.1% | +1,352.0% |
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