+30,513.3%
AVGO vs JPM
+1,155.5%
+29,357.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | -16.8% | -4.2% | -12.6% | -15.0% |
| 6M | -16.5% | +16.4% | -32.9% | -23.7% |
| YTD | +0.8% | +9.5% | -8.7% | -5.2% |
| 1Y | +2.8% | +14.0% | -11.2% | -5.6% |
| 3Y | +278.5% | +153.1% | +125.5% | +122.6% |
| 5Y | +573.1% | +134.9% | +438.2% | +305.7% |
| 10Y | +2,598.7% | +485.7% | +2,112.9% | +847.4% |
| All | +30,513.3% | +1,155.5% | +29,357.8% | +6,838.2% |
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