+703.5%
AVGO vs RNG
-69.9%
+773.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -0.8% | -4.1% | +3.3% | -0.2% |
| 30D | -13.7% | +8.6% | -22.4% | -15.1% |
| 3M | -6.9% | +78.0% | -84.9% | -17.4% |
| 6M | +5.8% | +67.0% | -61.3% | -5.9% |
| YTD | +5.7% | +142.4% | -136.8% | -14.9% |
| 1Y | +9.0% | +120.4% | -111.4% | -10.7% |
| 3Y | +340.5% | +122.1% | +218.4% | +245.0% |
| All | +703.5% | -69.9% | +773.3% | +692.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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