+30,355.4%
AVGO vs JPM
+1,145.4%
+29,210.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +6.1% | -2.5% | +8.5% | +7.8% |
| 30D | -2.7% | +2.7% | -5.4% | -4.0% |
| 3M | -16.9% | -4.7% | -12.2% | -14.8% |
| 6M | -19.1% | +15.6% | -34.7% | -25.9% |
| YTD | +0.3% | +8.6% | -8.3% | -5.2% |
| 1Y | -1.2% | +10.9% | -12.1% | -7.9% |
| 3Y | +272.4% | +149.9% | +122.5% | +120.6% |
| 5Y | +579.0% | +131.9% | +447.1% | +312.2% |
| 10Y | +2,584.7% | +481.0% | +2,103.7% | +847.0% |
| All | +30,355.4% | +1,145.4% | +29,210.0% | +6,835.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling