+1,144.3%
AVGO vs QS
-46.4%
+1,190.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +1.1% | -3.6% | +4.8% | +1.5% |
| 30D | -13.0% | -17.2% | +4.2% | -11.6% |
| 3M | -6.0% | -27.0% | +21.0% | -3.7% |
| 6M | +6.4% | -24.6% | +30.9% | +8.5% |
| YTD | +5.0% | -49.3% | +54.3% | +10.1% |
| 1Y | +1.4% | -40.3% | +41.7% | +4.3% |
| 3Y | +336.8% | -23.8% | +360.6% | +320.3% |
| 5Y | +698.2% | -75.0% | +773.2% | +684.2% |
| All | +1,144.3% | -46.4% | +1,190.7% | +1,247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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