+677.6%
AVGO vs ONON
-24.2%
+701.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.0% | -5.3% | +6.4% | +2.3% |
| 30D | -13.3% | -13.1% | -0.1% | -10.4% |
| 3M | -2.9% | -29.3% | +26.5% | +4.4% |
| 6M | +5.7% | -34.5% | +40.3% | +15.1% |
| YTD | +4.6% | -42.2% | +46.9% | +17.1% |
| 1Y | -1.6% | -37.3% | +35.7% | +7.0% |
| 3Y | +336.2% | -9.3% | +345.5% | +329.1% |
| All | +677.6% | -24.2% | +701.7% | +607.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling