+691.7%
AVGO vs RF
+89.8%
+601.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | +1.3% | -4.3% | -3.5% |
| 30D | -14.4% | -3.6% | -10.8% | -13.3% |
| 3M | -14.4% | +8.1% | -22.5% | -17.2% |
| 6M | +13.1% | +11.5% | +1.7% | +7.7% |
| YTD | +3.8% | +15.6% | -11.8% | -3.1% |
| 1Y | +17.8% | +15.7% | +2.1% | +9.7% |
| 3Y | +325.3% | +86.9% | +238.4% | +222.2% |
| All | +691.7% | +89.8% | +601.8% | +503.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling