+278.5%
AVGO vs IR
+25.2%
+253.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.6% |
| 7D | +18.2% | +2.5% | +15.6% | +16.7% |
| 30D | +0.2% | +9.2% | -8.9% | -4.1% |
| 3M | -16.8% | +0.9% | -17.7% | -17.3% |
| 6M | -16.5% | +19.2% | -35.7% | -25.1% |
| YTD | +0.8% | +7.5% | -6.7% | -7.4% |
| 1Y | +2.8% | +11.7% | -8.9% | -8.4% |
| 3Y | +278.5% | +23.9% | +254.6% | +196.8% |
| All | +278.5% | +25.2% | +253.3% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling