+696.9%
AVGO vs QSR
+40.5%
+656.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.1% | -4.0% | +5.1% | +2.4% |
| 30D | -13.0% | +2.8% | -15.7% | -13.9% |
| 3M | -6.0% | +5.1% | -11.1% | -8.0% |
| 6M | +6.4% | +8.8% | -2.4% | +2.4% |
| YTD | +5.0% | +14.8% | -9.9% | -1.2% |
| 1Y | +1.4% | +25.7% | -24.3% | -8.6% |
| 3Y | +336.8% | +27.5% | +309.3% | +273.9% |
| All | +696.9% | +40.5% | +656.4% | +500.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling