+2,770.9%
AVGO vs QSR
+135.2%
+2,635.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.1% | -4.0% | +5.1% | +2.8% |
| 30D | -13.0% | +2.8% | -15.7% | -14.2% |
| 3M | -6.0% | +5.1% | -11.1% | -8.7% |
| 6M | +6.4% | +8.8% | -2.4% | +1.4% |
| YTD | +5.0% | +14.8% | -9.9% | -2.6% |
| 1Y | +1.4% | +25.7% | -24.3% | -10.2% |
| 3Y | +336.8% | +27.5% | +309.3% | +273.3% |
| 5Y | +698.2% | +41.3% | +656.9% | +541.9% |
| All | +2,770.9% | +135.2% | +2,635.8% | +1,644.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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