+2,761.7%
AVGO vs RIG
-40.1%
+2,801.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.1% |
| 7D | +1.0% | -4.2% | +5.2% | +1.5% |
| 30D | -13.3% | -0.7% | -12.6% | -13.2% |
| 3M | -2.9% | -4.0% | +1.1% | -2.7% |
| 6M | +5.7% | -6.3% | +12.0% | +5.7% |
| YTD | +4.6% | +39.7% | -35.1% | -0.8% |
| 1Y | -1.6% | +78.1% | -79.7% | -9.8% |
| 3Y | +336.2% | -29.5% | +365.7% | +331.7% |
| 5Y | +695.6% | +65.3% | +630.3% | +582.6% |
| All | +2,761.7% | -40.1% | +2,801.9% | +2,188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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