+7.4%
AVGO vs MA
-1.4%
+8.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +2.4% |
| 7D | -0.3% | -1.8% | +1.5% | -1.0% |
| 30D | -13.8% | +1.4% | -15.2% | -13.3% |
| 3M | -6.9% | +17.7% | -24.7% | -0.9% |
| 6M | +11.9% | +9.7% | +2.3% | +18.1% |
| YTD | +6.9% | +0.5% | +6.4% | +8.9% |
| 1Y | +7.4% | -2.1% | +9.5% | +6.8% |
| All | +7.4% | -1.4% | +8.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling