+711.1%
AVGO vs JPM
+154.0%
+557.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.7% |
| 6M | +5.8% | +23.5% | -17.8% | -6.7% |
| YTD | +5.7% | +11.6% | -6.0% | -1.6% |
| 1Y | +9.0% | +21.4% | -12.3% | -3.5% |
| 3Y | +340.5% | +163.4% | +177.1% | +147.8% |
| 5Y | +711.1% | +152.5% | +558.5% | +338.2% |
| All | +711.1% | +154.0% | +557.1% | +338.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling