+603.2%
AVGO vs PATH
-80.1%
+683.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.7% | -6.7% | -9.7% |
| 7D | -15.5% | -5.6% | -9.9% | -14.5% |
| 30D | -22.4% | -0.7% | -21.7% | -22.3% |
| 3M | -30.2% | -5.9% | -24.3% | -30.1% |
| 6M | -31.6% | +21.6% | -53.1% | -35.5% |
| YTD | -15.3% | -20.6% | +5.3% | -14.0% |
| 1Y | -18.2% | -10.6% | -7.6% | -19.6% |
| 3Y | +241.2% | -24.9% | +266.1% | +227.8% |
| 5Y | +469.8% | -76.8% | +546.6% | +485.4% |
| All | +603.2% | -80.1% | +683.3% | +629.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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