+2,062.4%
AVGO vs P
+713.7%
+1,348.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.6% |
| 7D | -9.9% | -23.8% | +13.9% | -0.8% |
| 30D | -22.0% | -36.6% | +14.6% | -8.4% |
| 3M | -30.0% | +10.9% | -40.9% | -34.6% |
| 6M | -30.7% | +30.0% | -60.7% | -40.3% |
| YTD | -14.7% | +44.4% | -59.1% | -30.1% |
| 1Y | -16.8% | +3.9% | -20.7% | -24.6% |
| 3Y | +244.4% | +176.6% | +67.8% | +109.3% |
| 5Y | +474.0% | +249.3% | +224.8% | +210.4% |
| All | +2,062.4% | +713.7% | +1,348.7% | +816.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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