+17.8%
AVGO vs ITW
+5.8%
+12.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 7D | -3.0% | -3.6% | +0.6% | -3.4% |
| 30D | -14.4% | -9.1% | -5.3% | -15.5% |
| 3M | -14.4% | +8.2% | -22.6% | -13.8% |
| 6M | +13.1% | -4.8% | +17.9% | +9.2% |
| YTD | +3.8% | +11.0% | -7.2% | +7.4% |
| 1Y | +17.8% | +4.2% | +13.5% | +25.9% |
| All | +17.8% | +5.8% | +12.0% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling