+691.7%
AVGO vs P
+276.6%
+415.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -3.0% | +6.5% | -9.5% | -5.5% |
| 30D | -14.4% | +18.8% | -33.3% | -21.7% |
| 3M | -14.4% | +26.7% | -41.2% | -24.3% |
| 6M | +13.1% | +62.2% | -49.0% | -11.6% |
| YTD | +3.8% | +48.5% | -44.7% | -16.7% |
| 1Y | +17.8% | +26.4% | -8.6% | -2.1% |
| 3Y | +325.3% | +159.4% | +165.8% | +150.1% |
| All | +691.7% | +276.6% | +415.0% | +293.7% |
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