+2,062.4%
AVGO vs RF
+279.4%
+1,783.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -9.9% | -0.9% | -9.0% | -9.6% |
| 30D | -22.0% | +6.0% | -28.0% | -23.8% |
| 3M | -30.0% | -8.9% | -21.1% | -27.6% |
| 6M | -30.7% | +2.3% | -33.1% | -32.0% |
| YTD | -14.7% | +7.6% | -22.2% | -18.3% |
| 1Y | -16.8% | +21.2% | -38.0% | -24.1% |
| 3Y | +244.4% | +108.5% | +135.9% | +149.5% |
| 5Y | +474.0% | +43.2% | +430.8% | +368.5% |
| All | +2,062.4% | +279.4% | +1,783.0% | +1,279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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