+4,005.0%
AVGO vs P
+547.6%
+3,457.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.2% | +4.4% |
| 7D | +25.0% | +17.8% | +7.2% | +18.1% |
| 30D | +2.0% | -29.9% | +31.8% | +14.8% |
| 3M | -12.3% | -1.2% | -11.1% | -13.6% |
| 6M | -12.8% | +32.1% | -44.9% | -24.1% |
| YTD | +5.9% | +64.3% | -58.4% | -15.9% |
| 1Y | +3.3% | +24.3% | -20.9% | -11.3% |
| 3Y | +293.1% | +203.2% | +89.9% | +140.3% |
| 5Y | +606.7% | +290.4% | +316.3% | +286.4% |
| 10Y | +2,733.6% | +680.9% | +2,052.7% | +1,102.0% |
| All | +4,005.0% | +547.6% | +3,457.3% | +1,590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling