+278.5%
AVGO vs ROK
+63.3%
+215.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.3% | -4.5% |
| 7D | +18.2% | +7.1% | +11.1% | +14.1% |
| 30D | +0.2% | -5.0% | +5.2% | +3.2% |
| 3M | -16.8% | -9.4% | -7.4% | -12.3% |
| 6M | -16.5% | -11.0% | -5.5% | -11.8% |
| YTD | +0.8% | +4.4% | -3.6% | -3.5% |
| 1Y | +2.8% | +7.4% | -4.6% | -2.8% |
| 3Y | +278.5% | +61.0% | +217.6% | +174.6% |
| All | +278.5% | +63.3% | +215.3% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling