+2,660.6%
AVGO vs ROST
+300.7%
+2,359.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.4% | -3.8% |
| 7D | +18.2% | +0.3% | +17.9% | +18.1% |
| 30D | +0.2% | +0.5% | -0.3% | 0.0% |
| 3M | -16.8% | -5.2% | -11.6% | -15.2% |
| 6M | -16.5% | +9.8% | -26.3% | -20.8% |
| YTD | +0.8% | +29.4% | -28.6% | -11.3% |
| 1Y | +2.8% | +44.4% | -41.5% | -14.0% |
| 3Y | +278.5% | +95.0% | +183.5% | +175.9% |
| 5Y | +573.1% | +111.9% | +461.2% | +360.3% |
| All | +2,660.6% | +300.7% | +2,359.9% | +1,449.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling