+695.6%
AVGO vs ITW
+35.1%
+660.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.2% |
| 7D | +1.0% | -2.4% | +3.4% | +2.4% |
| 30D | -13.3% | -9.5% | -3.7% | -8.4% |
| 3M | -2.9% | +6.6% | -9.5% | -7.4% |
| 6M | +5.7% | -1.8% | +7.5% | +5.5% |
| YTD | +4.6% | +9.0% | -4.4% | -3.1% |
| 1Y | -1.6% | +3.6% | -5.2% | -6.5% |
| 3Y | +336.2% | +19.4% | +316.8% | +263.8% |
| 5Y | +695.6% | +36.4% | +659.2% | +465.7% |
| All | +695.6% | +35.1% | +660.5% | +465.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling