+30,355.4%
AVGO vs ROP
+1,020.2%
+29,335.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.6% |
| 7D | +6.1% | -2.9% | +9.0% | +7.9% |
| 30D | -2.7% | +30.1% | -32.7% | -18.4% |
| 3M | -16.9% | +19.9% | -36.8% | -27.3% |
| 6M | -19.1% | +46.0% | -65.2% | -39.4% |
| YTD | +0.3% | +8.4% | -8.1% | -9.4% |
| 1Y | -1.2% | +8.8% | -10.0% | -11.2% |
| 3Y | +272.4% | -5.6% | +278.1% | +264.0% |
| 5Y | +579.0% | +3.0% | +576.0% | +518.9% |
| 10Y | +2,584.7% | +184.0% | +2,400.7% | +1,045.6% |
| All | +30,355.4% | +1,020.2% | +29,335.2% | +4,849.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling