+1,796.6%
AVGO vs IR
+332.9%
+1,463.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.6% |
| 7D | +18.2% | +2.5% | +15.6% | +16.9% |
| 30D | +0.2% | +9.2% | -8.9% | -3.7% |
| 3M | -16.8% | +0.9% | -17.7% | -17.3% |
| 6M | -16.5% | +19.2% | -35.7% | -23.8% |
| YTD | +0.8% | +7.5% | -6.7% | -5.2% |
| 1Y | +2.8% | +11.7% | -8.9% | -5.3% |
| 3Y | +278.5% | +23.9% | +254.6% | +234.2% |
| 5Y | +573.1% | +46.4% | +526.7% | +443.9% |
| All | +1,796.6% | +332.9% | +1,463.8% | +1,033.0% |
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