+2,770.9%
AVGO vs ROST
+317.9%
+2,453.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.7% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -13.0% | -6.9% | -6.1% | -10.5% |
| 3M | -6.0% | -3.3% | -2.7% | -5.2% |
| 6M | +6.4% | +9.0% | -2.7% | +1.4% |
| YTD | +5.0% | +28.9% | -23.9% | -7.2% |
| 1Y | +1.4% | +54.0% | -52.6% | -17.4% |
| 3Y | +336.8% | +100.7% | +236.1% | +215.2% |
| 5Y | +698.2% | +116.0% | +582.2% | +441.8% |
| All | +2,770.9% | +317.9% | +2,453.1% | +1,508.9% |
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