+2,770.9%
AVGO vs ITW
+194.8%
+2,576.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | +1.1% | -0.7% | +1.9% | +1.6% |
| 30D | -13.0% | -8.3% | -4.7% | -8.3% |
| 3M | -6.0% | +6.0% | -12.0% | -10.2% |
| 6M | +6.4% | 0.0% | +6.4% | +5.1% |
| YTD | +5.0% | +10.2% | -5.3% | -3.5% |
| 1Y | +1.4% | +3.2% | -1.8% | -3.4% |
| 3Y | +336.8% | +21.0% | +315.8% | +267.7% |
| 5Y | +698.2% | +37.9% | +660.3% | +508.4% |
| All | +2,770.9% | +194.8% | +2,576.1% | +1,310.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling