+711.1%
AVGO vs ROST
+108.0%
+603.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.4% |
| 7D | -0.8% | -2.2% | +1.4% | +0.1% |
| 30D | -13.7% | -11.4% | -2.3% | -9.4% |
| 3M | -6.9% | -1.6% | -5.3% | -6.9% |
| 6M | +5.8% | +6.8% | -1.0% | +1.6% |
| YTD | +5.7% | +25.8% | -20.1% | -5.8% |
| 1Y | +9.0% | +52.4% | -43.4% | -11.3% |
| 3Y | +340.5% | +94.4% | +246.1% | +220.7% |
| 5Y | +711.1% | +108.2% | +602.8% | +461.1% |
| All | +711.1% | +108.0% | +603.0% | +461.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling