-12.8%
AVGO vs IT
+23.5%
-36.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.7% | +5.4% |
| 7D | +25.0% | -3.7% | +28.6% | +24.2% |
| 30D | +2.0% | -3.1% | +5.1% | +1.6% |
| 3M | -12.3% | +6.3% | -18.6% | -11.0% |
| 6M | -12.8% | +24.8% | -37.6% | -5.9% |
| All | -12.8% | +23.5% | -36.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 6mo: compounded portfolio wealth divided by compounded IT 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…
6mo analysis · Full analysis span regression · 6 months rolling