+2.8%
AVGO vs EXPE
-4.7%
+7.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.7% |
| 7D | +18.2% | -0.5% | +18.6% | +18.2% |
| 30D | +0.2% | -6.1% | +6.3% | +1.1% |
| 3M | -16.8% | -21.3% | +4.5% | -15.5% |
| 6M | -16.5% | +19.0% | -35.5% | -18.9% |
| YTD | +0.8% | -8.4% | +9.2% | +1.3% |
| 1Y | +2.8% | -2.8% | +5.6% | +2.3% |
| All | +2.8% | -4.7% | +7.6% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling