+30,513.3%
AVGO vs IT
+1,002.4%
+29,510.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.4% | -5.0% |
| 7D | +18.2% | +1.1% | +17.1% | +17.6% |
| 30D | +0.2% | -1.8% | +2.1% | -0.5% |
| 3M | -16.8% | +4.8% | -21.6% | -20.9% |
| 6M | -16.5% | +33.0% | -49.5% | -31.2% |
| YTD | +0.8% | -23.8% | +24.7% | +4.1% |
| 1Y | +2.8% | -16.5% | +19.3% | +0.9% |
| 3Y | +278.5% | -53.6% | +332.2% | +381.2% |
| 5Y | +573.1% | -42.1% | +615.2% | +647.1% |
| 10Y | +2,598.7% | +90.1% | +2,508.6% | +1,376.5% |
| All | +30,513.3% | +1,002.4% | +29,510.9% | +7,695.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling