+2,755.4%
AVGO vs M
-6.4%
+2,761.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +3.4% |
| 7D | -0.3% | +2.4% | -2.7% | -0.7% |
| 30D | -13.8% | -11.6% | -2.2% | -12.0% |
| 3M | -6.9% | +1.6% | -8.5% | -7.6% |
| 6M | +11.9% | +25.2% | -13.3% | +6.7% |
| YTD | +6.9% | +3.8% | +3.1% | +5.0% |
| 1Y | +7.4% | +36.3% | -28.9% | +0.1% |
| 3Y | +345.6% | +116.3% | +229.2% | +272.7% |
| 5Y | +718.9% | +28.2% | +690.7% | +619.8% |
| 10Y | +2,755.4% | -3.4% | +2,758.7% | +2,133.8% |
| All | +2,755.4% | -6.4% | +2,761.7% | +2,133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling