+339.7%
AVGO vs JPM
+161.8%
+177.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.3% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -13.7% | -1.4% | -12.3% | -13.2% |
| 3M | -6.9% | +13.9% | -20.9% | -13.2% |
| 6M | +5.8% | +23.5% | -17.8% | -6.0% |
| YTD | +5.7% | +11.6% | -6.0% | -1.1% |
| 1Y | +9.0% | +21.4% | -12.3% | -2.9% |
| All | +339.7% | +161.8% | +177.9% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling