+1,852.6%
AVGO vs IR
+288.5%
+1,564.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -3.0% | -2.8% | -0.1% | -1.7% |
| 30D | -14.4% | -15.1% | +0.7% | -7.9% |
| 3M | -14.4% | +6.1% | -20.5% | -17.5% |
| 6M | +13.1% | -16.8% | +29.9% | +21.3% |
| YTD | +3.8% | -3.5% | +7.3% | +2.7% |
| 1Y | +17.8% | -3.5% | +21.3% | +16.1% |
| 3Y | +325.3% | +9.5% | +315.8% | +297.0% |
| 5Y | +689.9% | +45.1% | +644.8% | +545.3% |
| All | +1,852.6% | +288.5% | +1,564.1% | +1,126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling