+276.6%
AVGO vs ROST
+102.3%
+174.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.6% |
| 7D | +6.1% | -1.8% | +7.9% | +7.1% |
| 30D | -2.7% | +6.8% | -9.5% | -5.3% |
| 3M | -16.9% | -4.0% | -12.9% | -15.5% |
| 6M | -19.1% | +12.9% | -32.0% | -24.7% |
| YTD | +0.3% | +34.7% | -34.4% | -15.3% |
| 1Y | -1.2% | +49.5% | -50.7% | -21.4% |
| All | +276.6% | +102.3% | +174.3% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling