-6.7%
AVGO vs M
+26.3%
-33.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.9% |
| 7D | 0.0% | +5.0% | -5.1% | -0.3% |
| 30D | -8.2% | +10.6% | -18.8% | -8.7% |
| 3M | -21.3% | +1.6% | -22.8% | -21.3% |
| 6M | -22.5% | +30.8% | -53.4% | -24.6% |
| YTD | -3.6% | +16.9% | -20.5% | -6.7% |
| 1Y | -6.7% | +26.3% | -32.9% | -9.9% |
| All | -6.7% | +26.3% | -33.0% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling