+525.7%
AVGO vs EXPE
+40.1%
+485.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | -0.9% | -13.3% | +12.5% | +2.6% |
| 30D | -11.6% | -5.5% | -6.1% | -10.9% |
| 3M | -25.2% | -16.5% | -8.7% | -22.7% |
| 6M | -25.4% | +13.1% | -38.5% | -29.8% |
| YTD | -7.2% | -8.0% | +0.8% | -8.7% |
| 1Y | -7.9% | +1.1% | -9.0% | -12.2% |
| 3Y | +262.1% | +131.2% | +131.0% | +153.8% |
| 5Y | +525.7% | +39.8% | +485.9% | +384.1% |
| All | +525.7% | +40.1% | +485.6% | +384.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling