+278.5%
AVGO vs M
+158.0%
+120.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.3% | -5.1% |
| 7D | +18.2% | +7.0% | +11.1% | +16.3% |
| 30D | +0.2% | +8.9% | -8.7% | -1.9% |
| 3M | -16.8% | +4.5% | -21.3% | -17.9% |
| 6M | -16.5% | +36.2% | -52.7% | -23.7% |
| YTD | +0.8% | +15.1% | -14.3% | -4.5% |
| 1Y | +2.8% | +27.4% | -24.6% | -5.6% |
| 3Y | +278.5% | +160.1% | +118.4% | +166.6% |
| All | +278.5% | +158.0% | +120.6% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling