-6.8%
AVGO vs ROK
+25.3%
-32.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -7.5% | 0.0% | -7.5% | -7.4% |
| 30D | -10.2% | -2.5% | -7.7% | -9.2% |
| 3M | -22.0% | 0.0% | -22.0% | -22.1% |
| 6M | -21.6% | +11.6% | -33.2% | -26.2% |
| YTD | -5.4% | +15.2% | -20.6% | -16.8% |
| 1Y | -6.8% | +25.0% | -31.8% | -21.7% |
| All | -6.8% | +25.3% | -32.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling