+694.2%
AVGO vs ONON
-23.0%
+717.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +3.6% |
| 7D | -0.3% | -1.7% | +1.4% | 0.0% |
| 30D | -13.8% | -27.4% | +13.5% | -7.7% |
| 3M | -6.9% | -26.5% | +19.6% | -0.9% |
| 6M | +11.9% | -34.2% | +46.2% | +21.7% |
| YTD | +6.9% | -41.3% | +48.2% | +19.2% |
| 1Y | +7.4% | -39.7% | +47.1% | +18.0% |
| 3Y | +345.6% | -7.8% | +353.4% | +336.6% |
| All | +694.2% | -23.0% | +717.2% | +619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling