+345.6%
AVGO vs EXPE
+162.6%
+182.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.9% | +10.9% | +4.6% |
| 7D | -0.3% | -9.8% | +9.5% | +1.7% |
| 30D | -13.8% | -11.5% | -2.3% | -12.0% |
| 3M | -6.9% | +21.7% | -28.6% | -12.4% |
| 6M | +11.9% | +10.4% | +1.6% | +7.1% |
| YTD | +6.9% | -2.5% | +9.4% | +5.0% |
| 1Y | +7.4% | +27.3% | -19.9% | -3.4% |
| 3Y | +345.6% | +153.5% | +192.1% | +236.7% |
| All | +345.6% | +162.6% | +182.9% | +236.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling