+2,660.6%
AVGO vs JPM
+481.5%
+2,179.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.7% | -5.3% |
| 7D | +18.2% | +3.5% | +14.7% | +16.0% |
| 30D | +0.2% | +3.3% | -3.0% | -1.5% |
| 3M | -16.8% | -4.2% | -12.6% | -15.0% |
| 6M | -16.5% | +16.4% | -32.9% | -23.9% |
| YTD | +0.8% | +9.5% | -8.7% | -5.3% |
| 1Y | +2.8% | +14.0% | -11.2% | -5.9% |
| 3Y | +278.5% | +153.1% | +125.5% | +118.6% |
| 5Y | +573.1% | +134.9% | +438.2% | +297.6% |
| All | +2,660.6% | +481.5% | +2,179.1% | +1,028.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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