+31,416.6%
AVGO vs EXPE
+933.3%
+30,483.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | -3.0% | -9.5% | +6.6% | -0.2% |
| 30D | -14.4% | -6.6% | -7.8% | -13.1% |
| 3M | -14.4% | +31.4% | -45.8% | -21.9% |
| 6M | +13.1% | +35.2% | -22.1% | +1.5% |
| YTD | +3.8% | +5.8% | -2.0% | -0.9% |
| 1Y | +17.8% | +38.7% | -20.9% | +2.5% |
| 3Y | +325.3% | +175.8% | +149.5% | +191.3% |
| 5Y | +689.9% | +111.8% | +578.1% | +457.3% |
| 10Y | +2,597.0% | +179.7% | +2,417.3% | +1,467.1% |
| All | +31,416.6% | +933.3% | +30,483.3% | +10,948.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling