+691.7%
AVGO vs IR
+45.6%
+646.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.5% |
| 7D | -3.0% | -2.8% | -0.1% | -1.5% |
| 30D | -14.4% | -15.1% | +0.7% | -6.4% |
| 3M | -14.4% | +6.1% | -20.5% | -18.3% |
| 6M | +13.1% | -16.8% | +29.9% | +23.4% |
| YTD | +3.8% | -3.5% | +7.3% | +1.6% |
| 1Y | +17.8% | -3.5% | +21.3% | +14.6% |
| 3Y | +325.3% | +9.5% | +315.8% | +279.0% |
| All | +691.7% | +45.6% | +646.0% | +475.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling