+31,416.6%
AVGO vs MA
+3,024.2%
+28,392.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -3.0% | -2.7% | -0.3% | -1.5% |
| 30D | -14.4% | +1.5% | -16.0% | -15.4% |
| 3M | -14.4% | +20.4% | -34.9% | -23.8% |
| 6M | +13.1% | +11.1% | +2.0% | +4.5% |
| YTD | +3.8% | +2.0% | +1.8% | +0.2% |
| 1Y | +17.8% | -2.2% | +19.9% | +15.5% |
| 3Y | +325.3% | +41.9% | +283.4% | +232.8% |
| 5Y | +689.9% | +75.4% | +614.6% | +439.1% |
| 10Y | +2,597.0% | +527.5% | +2,069.5% | +790.9% |
| All | +31,416.6% | +3,024.2% | +28,392.4% | +5,060.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling