+2,798.6%
AVGO vs JD
+29.5%
+2,769.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | +25.0% | -4.0% | +29.0% | +26.0% |
| 30D | +2.0% | +2.7% | -0.7% | +1.1% |
| 3M | -12.3% | -13.0% | +0.8% | -9.9% |
| 6M | -12.8% | -12.7% | -0.1% | -10.8% |
| YTD | +5.9% | -0.8% | +6.7% | +4.9% |
| 1Y | +3.3% | -8.9% | +12.2% | +4.4% |
| 3Y | +293.1% | +17.0% | +276.0% | +256.7% |
| 5Y | +606.7% | -63.5% | +670.2% | +701.9% |
| All | +2,798.6% | +29.5% | +2,769.1% | +2,005.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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