+31,416.6%
AVGO vs RF
+897.5%
+30,519.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| YTD | +3.8% | +15.6% | -11.8% | -2.9% |
| 1Y | +17.8% | +15.7% | +2.1% | +9.9% |
| 3Y | +325.3% | +86.9% | +238.4% | +224.7% |
| 5Y | +689.9% | +89.8% | +600.1% | +485.4% |
| 10Y | +2,597.0% | +344.7% | +2,252.3% | +1,215.6% |
| All | +31,416.6% | +897.5% | +30,519.2% | +10,857.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling