-6.8%
AVGO vs ROP
+10.4%
-17.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -0.9% |
| 7D | -7.5% | +11.7% | -19.2% | -4.6% |
| 30D | -10.2% | +35.5% | -45.7% | -2.9% |
| 3M | -22.0% | +25.6% | -47.7% | -16.7% |
| 6M | -21.6% | +39.3% | -60.8% | -14.8% |
| YTD | -5.4% | +11.6% | -17.1% | +2.5% |
| 1Y | -6.8% | +10.6% | -17.4% | +1.3% |
| All | -6.8% | +10.4% | -17.2% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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