+25,809.4%
AVGO vs M
+176.6%
+25,632.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.7% |
| 7D | -9.9% | -4.3% | -5.7% | -9.2% |
| 30D | -22.0% | +1.3% | -23.3% | -22.3% |
| 3M | -30.0% | -7.4% | -22.7% | -29.2% |
| 6M | -30.7% | +18.3% | -49.1% | -33.9% |
| YTD | -14.7% | +7.6% | -22.3% | -17.3% |
| 1Y | -16.8% | +17.4% | -34.2% | -21.0% |
| 3Y | +244.4% | +108.4% | +136.1% | +180.3% |
| 5Y | +474.0% | -10.6% | +484.6% | +425.8% |
| 10Y | +2,122.6% | -3.2% | +2,125.7% | +1,635.4% |
| All | +25,809.4% | +176.6% | +25,632.8% | +13,523.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling