+525.7%
AVGO vs REPL
-33.0%
+558.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.8% | +8.7% |
| 7D | -0.9% | +14.2% | -15.1% | -1.3% |
| 30D | -11.6% | +65.9% | -77.5% | -13.4% |
| 3M | -25.2% | +84.6% | -109.8% | -27.0% |
| 6M | -25.4% | +446.9% | -472.4% | -32.1% |
| YTD | -7.2% | +129.0% | -136.2% | -14.7% |
| 1Y | -7.9% | +167.9% | -175.8% | -16.0% |
| 3Y | +262.1% | +93.9% | +168.2% | +194.7% |
| 5Y | +525.7% | -33.0% | +558.7% | +466.5% |
| All | +525.7% | -33.0% | +558.7% | +466.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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