+2,300.3%
AVGO vs M
+3.7%
+2,296.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.1% | +0.7% | +7.4% |
| 7D | -0.9% | +2.5% | -3.4% | -1.3% |
| 30D | -11.6% | +10.1% | -21.7% | -13.2% |
| 3M | -25.2% | -0.9% | -24.2% | -25.3% |
| 6M | -25.4% | +30.2% | -55.6% | -29.5% |
| YTD | -7.2% | +16.3% | -23.5% | -10.8% |
| 1Y | -7.9% | +27.0% | -34.9% | -13.1% |
| 3Y | +262.1% | +154.5% | +107.6% | +194.9% |
| 5Y | +525.7% | -1.1% | +526.8% | +467.6% |
| 10Y | +2,300.3% | +0.5% | +2,299.8% | +1,785.2% |
| All | +2,300.3% | +3.7% | +2,296.6% | +1,785.2% |
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