+13,788.8%
AVGO vs INDA
+121.8%
+13,667.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.6% |
| 7D | +18.2% | +1.1% | +17.1% | +17.4% |
| 30D | +0.2% | +9.4% | -9.2% | -5.7% |
| 3M | -16.8% | +2.9% | -19.7% | -18.5% |
| 6M | -16.5% | +7.2% | -23.7% | -20.4% |
| YTD | +0.8% | -4.8% | +5.6% | +3.9% |
| 1Y | +2.8% | -5.1% | +7.9% | +6.3% |
| 3Y | +278.5% | +16.7% | +261.9% | +245.4% |
| 5Y | +573.1% | +8.8% | +564.3% | +543.2% |
| 10Y | +2,598.7% | +116.2% | +2,482.4% | +1,613.8% |
| All | +13,788.8% | +121.8% | +13,667.1% | +8,574.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling