+32,355.3%
AVGO vs ITW
+900.2%
+31,455.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.3% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | -13.8% | -9.4% | -4.4% | -8.1% |
| 3M | -6.9% | +7.1% | -14.0% | -12.0% |
| 6M | +11.9% | -1.9% | +13.8% | +11.9% |
| YTD | +6.9% | +10.4% | -3.6% | -2.3% |
| 1Y | +7.4% | +3.3% | +4.1% | +1.9% |
| 3Y | +345.6% | +21.0% | +324.6% | +272.3% |
| 5Y | +718.9% | +36.3% | +682.6% | +523.1% |
| 10Y | +2,755.4% | +185.8% | +2,569.6% | +1,121.3% |
| All | +32,355.3% | +900.2% | +31,455.1% | +5,970.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling