+691.7%
AVGO vs M
+27.3%
+664.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | -3.0% | +4.7% | -7.7% | -4.0% |
| 30D | -14.4% | -9.6% | -4.8% | -12.5% |
| 3M | -14.4% | +0.9% | -15.3% | -15.1% |
| 6M | +13.1% | +22.3% | -9.1% | +6.7% |
| YTD | +3.8% | +6.5% | -2.7% | +0.7% |
| 1Y | +17.8% | +38.8% | -21.0% | +6.6% |
| 3Y | +325.3% | +115.9% | +209.4% | +230.5% |
| All | +691.7% | +27.3% | +664.4% | +587.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling