+32,043.9%
AVGO vs IT
+994.9%
+31,049.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.7% | +6.0% |
| 7D | +25.0% | -3.7% | +28.6% | +26.7% |
| 30D | +2.0% | -3.1% | +5.1% | +1.8% |
| 3M | -12.3% | +6.3% | -18.6% | -17.1% |
| 6M | -12.8% | +24.8% | -37.6% | -26.2% |
| YTD | +5.9% | -24.4% | +30.2% | +9.6% |
| 1Y | +3.3% | -17.1% | +20.4% | +1.6% |
| 3Y | +293.1% | -53.6% | +346.7% | +399.2% |
| 5Y | +606.7% | -42.5% | +649.2% | +686.6% |
| 10Y | +2,733.6% | +88.8% | +2,644.8% | +1,454.5% |
| All | +32,043.9% | +994.9% | +31,049.0% | +8,107.9% |
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