+570.0%
AVGO vs P
+279.3%
+290.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.8% | -4.0% |
| 7D | +18.2% | +11.6% | +6.5% | +13.3% |
| 30D | +0.2% | -23.7% | +23.9% | +11.0% |
| 3M | -16.8% | -8.0% | -8.8% | -15.8% |
| 6M | -16.5% | +27.9% | -44.4% | -28.1% |
| YTD | +0.8% | +61.2% | -60.3% | -22.8% |
| 1Y | +2.8% | +28.6% | -25.8% | -15.9% |
| 3Y | +278.5% | +200.5% | +78.1% | +108.0% |
| All | +570.0% | +279.3% | +290.7% | +229.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling