+1,714.5%
AVGO vs IR
+336.9%
+1,377.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.5% |
| 7D | 0.0% | +1.5% | -1.6% | -0.5% |
| 30D | -8.2% | +9.0% | -17.2% | -11.7% |
| 3M | -21.3% | -0.9% | -20.4% | -21.1% |
| 6M | -22.5% | +13.4% | -35.9% | -27.7% |
| YTD | -3.6% | +8.5% | -12.0% | -9.7% |
| 1Y | -6.7% | +11.3% | -17.9% | -13.8% |
| 3Y | +258.1% | +26.0% | +232.1% | +213.9% |
| 5Y | +560.9% | +47.9% | +513.0% | +431.6% |
| All | +1,714.5% | +336.9% | +1,377.6% | +979.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling