+608.4%
AVGO vs PATH
-80.2%
+688.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -9.9% | -5.3% | -4.6% | -9.0% |
| 30D | -22.0% | -0.5% | -21.5% | -21.9% |
| 3M | -30.0% | -7.1% | -22.9% | -29.7% |
| 6M | -30.7% | +23.8% | -54.5% | -34.9% |
| YTD | -14.7% | -20.7% | +6.0% | -13.3% |
| 1Y | -16.8% | -8.1% | -8.7% | -18.7% |
| 3Y | +244.4% | -21.8% | +266.3% | +228.4% |
| 5Y | +474.0% | -76.8% | +550.9% | +489.8% |
| All | +608.4% | -80.2% | +688.6% | +635.3% |
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