+32,355.3%
AVGO vs MO
+1,006.8%
+31,348.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.3% |
| 7D | -0.3% | -2.0% | +1.7% | +0.3% |
| 30D | -13.8% | -0.3% | -13.6% | -13.9% |
| 3M | -6.9% | -2.9% | -4.0% | -7.1% |
| 6M | +11.9% | +5.8% | +6.2% | +8.0% |
| YTD | +6.9% | +22.0% | -15.1% | -2.1% |
| 1Y | +7.4% | +10.7% | -3.3% | +1.2% |
| 3Y | +345.6% | +94.4% | +251.2% | +225.3% |
| 5Y | +718.9% | +97.2% | +621.7% | +482.4% |
| 10Y | +2,755.4% | +103.0% | +2,652.4% | +1,771.4% |
| All | +32,355.3% | +1,006.8% | +31,348.5% | +6,130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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