+32,355.3%
AVGO vs JPM
+1,175.7%
+31,179.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.7% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -13.8% | -1.1% | -12.7% | -13.4% |
| 3M | -6.9% | +14.1% | -21.1% | -13.7% |
| 6M | +11.9% | +23.3% | -11.4% | -0.9% |
| YTD | +6.9% | +11.3% | -4.4% | -0.3% |
| 1Y | +7.4% | +23.0% | -15.6% | -5.3% |
| 3Y | +345.6% | +162.6% | +183.0% | +156.8% |
| 5Y | +718.9% | +152.8% | +566.1% | +373.8% |
| 10Y | +2,755.4% | +583.6% | +2,171.7% | +820.7% |
| All | +32,355.3% | +1,175.7% | +31,179.6% | +7,196.0% |
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