+25,809.4%
AVGO vs MA
+3,426.0%
+22,383.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -9.9% | +2.3% | -12.2% | -11.1% |
| 30D | -22.0% | +14.7% | -36.7% | -28.0% |
| 3M | -30.0% | +13.5% | -43.5% | -35.3% |
| 6M | -30.7% | +33.1% | -63.8% | -42.3% |
| YTD | -14.7% | +15.1% | -29.7% | -23.3% |
| 1Y | -16.8% | +18.7% | -35.5% | -26.9% |
| 3Y | +244.4% | +72.1% | +172.3% | +140.5% |
| 5Y | +474.0% | +92.8% | +381.2% | +271.5% |
| 10Y | +2,122.6% | +571.6% | +1,550.9% | +603.0% |
| All | +25,809.4% | +3,426.0% | +22,383.4% | +3,847.0% |
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