+680.1%
AVGO vs ONON
-22.6%
+702.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +1.1% | -2.1% | +3.2% | +1.6% |
| 30D | -13.0% | -11.6% | -1.4% | -10.5% |
| 3M | -6.0% | -30.1% | +24.1% | +1.4% |
| 6M | +6.4% | -30.5% | +36.9% | +14.1% |
| YTD | +5.0% | -41.0% | +46.0% | +16.9% |
| 1Y | +1.4% | -36.7% | +38.1% | +10.1% |
| 3Y | +336.8% | -8.6% | +345.4% | +328.8% |
| All | +680.1% | -22.6% | +702.6% | +605.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling