+1,646.2%
AVGO vs IR
+342.0%
+1,304.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.7% | +4.1% | +6.6% |
| 7D | -0.9% | +5.0% | -5.9% | -2.8% |
| 30D | -11.6% | +10.3% | -22.0% | -15.5% |
| 3M | -25.2% | -0.1% | -25.1% | -25.3% |
| 6M | -25.4% | +14.8% | -40.2% | -30.8% |
| YTD | -7.2% | +9.7% | -16.9% | -13.5% |
| 1Y | -7.9% | +12.2% | -20.1% | -15.2% |
| 3Y | +262.1% | +30.0% | +232.1% | +213.1% |
| 5Y | +525.7% | +46.8% | +478.9% | +404.4% |
| All | +1,646.2% | +342.0% | +1,304.1% | +933.4% |
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