+1,130.3%
AVGO vs QS
-44.4%
+1,174.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.2% |
| 7D | -3.0% | -2.3% | -0.6% | -2.8% |
| 30D | -14.4% | -0.7% | -13.7% | -14.4% |
| 3M | -14.4% | -39.6% | +25.2% | -11.0% |
| 6M | +13.1% | -21.7% | +34.8% | +15.0% |
| YTD | +3.8% | -47.4% | +51.2% | +8.5% |
| 1Y | +17.8% | -28.4% | +46.1% | +19.3% |
| 3Y | +325.3% | -22.6% | +347.9% | +308.4% |
| 5Y | +689.9% | -75.6% | +765.5% | +674.2% |
| All | +1,130.3% | -44.4% | +1,174.6% | +1,228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling