+31,416.6%
AVGO vs M
+173.9%
+31,242.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | -3.0% | +4.7% | -7.7% | -3.9% |
| 30D | -14.4% | -9.6% | -4.8% | -12.7% |
| 3M | -14.4% | +0.9% | -15.3% | -15.0% |
| 6M | +13.1% | +22.3% | -9.1% | +7.5% |
| YTD | +3.8% | +6.5% | -2.7% | +1.1% |
| 1Y | +17.8% | +38.8% | -21.0% | +8.2% |
| 3Y | +325.3% | +115.9% | +209.4% | +244.3% |
| 5Y | +689.9% | +28.6% | +661.3% | +573.7% |
| 10Y | +2,597.0% | -2.5% | +2,599.5% | +2,003.5% |
| All | +31,416.6% | +173.9% | +31,242.7% | +16,561.0% |
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