+1,998.8%
AVGO vs REPL
-6.0%
+2,004.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -3.0% | -3.0% | 0.0% | -2.8% |
| 30D | -14.4% | +27.1% | -41.6% | -15.6% |
| 3M | -14.4% | +52.4% | -66.8% | -18.4% |
| 6M | +13.1% | +107.4% | -94.3% | +0.2% |
| YTD | +3.8% | +54.7% | -50.9% | -6.5% |
| 1Y | +17.8% | +158.9% | -141.1% | -1.0% |
| 3Y | +325.3% | -23.7% | +349.0% | +243.7% |
| 5Y | +689.9% | -54.3% | +744.3% | +553.6% |
| All | +1,998.8% | -6.0% | +2,004.8% | +1,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling