+31,416.6%
AVGO vs RIG
-90.6%
+31,507.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | -3.0% | +0.9% | -3.8% | -3.1% |
| 30D | -14.4% | +13.8% | -28.2% | -16.0% |
| 3M | -14.4% | -6.4% | -8.0% | -13.9% |
| 6M | +13.1% | -8.2% | +21.3% | +13.4% |
| YTD | +3.8% | +41.6% | -37.9% | -2.6% |
| 1Y | +17.8% | +88.7% | -70.9% | +5.8% |
| 3Y | +325.3% | -30.9% | +356.1% | +323.2% |
| 5Y | +689.9% | +57.7% | +632.2% | +562.3% |
| 10Y | +2,597.0% | -39.3% | +2,636.3% | +1,926.8% |
| All | +31,416.6% | -90.6% | +31,507.2% | +32,575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling