+325.4%
AVGO vs PATH
-3.6%
+329.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.6% | +16.8% | +3.3% |
| 7D | -3.0% | -16.3% | +13.4% | 0.0% |
| 30D | -14.4% | +9.9% | -24.3% | -16.5% |
| 3M | -14.4% | +30.2% | -44.6% | -19.5% |
| 6M | +13.1% | +37.2% | -24.1% | +4.1% |
| YTD | +3.8% | -7.3% | +11.1% | +3.5% |
| 1Y | +17.8% | +40.0% | -22.2% | +3.0% |
| All | +325.4% | -3.6% | +329.0% | +286.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling