+278.5%
AVGO vs INDA
+16.8%
+261.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.6% |
| 7D | +18.2% | +1.1% | +17.1% | +17.0% |
| 30D | +0.2% | +9.4% | -9.2% | -8.4% |
| 3M | -16.8% | +2.9% | -19.7% | -19.2% |
| 6M | -16.5% | +7.2% | -23.7% | -22.4% |
| YTD | +0.8% | -4.8% | +5.6% | +6.2% |
| 1Y | +2.8% | -5.1% | +7.9% | +8.8% |
| 3Y | +278.5% | +16.7% | +261.9% | +262.9% |
| All | +278.5% | +16.8% | +261.7% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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