+30,355.4%
AVGO vs ROST
+2,511.4%
+27,844.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.6% |
| 7D | +6.1% | -1.8% | +7.9% | +7.2% |
| 30D | -2.7% | +6.8% | -9.5% | -5.5% |
| 3M | -16.9% | -4.0% | -12.9% | -15.8% |
| 6M | -19.1% | +12.9% | -32.0% | -24.3% |
| YTD | +0.3% | +34.7% | -34.4% | -13.5% |
| 1Y | -1.2% | +49.5% | -50.7% | -18.9% |
| 3Y | +272.4% | +101.5% | +171.0% | +166.0% |
| 5Y | +579.0% | +120.7% | +458.3% | +351.4% |
| 10Y | +2,584.7% | +317.8% | +2,266.9% | +1,156.5% |
| All | +30,355.4% | +2,511.4% | +27,844.0% | +5,272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling