+1,910.8%
AVGO vs IR
+282.2%
+1,628.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.7% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | -13.8% | -13.6% | -0.2% | -8.0% |
| 3M | -6.9% | +3.7% | -10.6% | -9.3% |
| 6M | +11.9% | -13.1% | +25.0% | +17.6% |
| YTD | +6.9% | -5.1% | +12.0% | +6.5% |
| 1Y | +7.4% | -6.5% | +13.9% | +7.3% |
| 3Y | +345.6% | +8.5% | +337.1% | +317.7% |
| 5Y | +718.9% | +43.3% | +675.6% | +572.8% |
| All | +1,910.8% | +282.2% | +1,628.6% | +1,172.6% |
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