+474.0%
AVGO vs M
-11.5%
+485.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.8% |
| 7D | -9.9% | -4.3% | -5.7% | -9.1% |
| 30D | -22.0% | +1.3% | -23.3% | -22.4% |
| 3M | -30.0% | -7.4% | -22.7% | -29.1% |
| 6M | -30.7% | +18.3% | -49.1% | -34.5% |
| YTD | -14.7% | +7.6% | -22.3% | -17.9% |
| 1Y | -16.8% | +17.4% | -34.2% | -21.9% |
| 3Y | +244.4% | +108.4% | +136.1% | +164.8% |
| All | +474.0% | -11.5% | +485.5% | +402.7% |
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