+13.1%
AVGO vs MA
+10.9%
+2.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | -0.4% |
| 7D | -3.0% | -2.7% | -0.3% | -4.4% |
| 30D | -14.4% | +1.5% | -16.0% | -13.6% |
| 3M | -14.4% | +20.4% | -34.9% | -5.2% |
| 6M | +13.1% | +11.1% | +2.0% | +27.2% |
| All | +13.1% | +10.9% | +2.3% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling