+2,761.7%
AVGO vs JPM
+595.2%
+2,166.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +1.0% | -2.3% | +3.4% | +2.3% |
| 30D | -13.3% | -2.3% | -10.9% | -12.3% |
| 3M | -2.9% | +14.9% | -17.8% | -10.4% |
| 6M | +5.7% | +23.6% | -17.9% | -6.7% |
| YTD | +4.6% | +11.3% | -6.6% | -2.5% |
| 1Y | -1.6% | +19.9% | -21.5% | -12.2% |
| 3Y | +336.2% | +162.6% | +173.6% | +149.2% |
| 5Y | +695.6% | +154.6% | +541.0% | +353.6% |
| All | +2,761.7% | +595.2% | +2,166.5% | +1,088.8% |
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