+2,660.6%
AVGO vs RUN
+68.6%
+2,592.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -4.9% |
| 7D | +18.2% | -13.5% | +31.7% | +20.3% |
| 30D | +0.2% | +18.3% | -18.1% | -3.0% |
| 3M | -16.8% | -12.5% | -4.3% | -16.2% |
| 6M | -16.5% | -40.3% | +23.9% | -11.6% |
| YTD | +0.8% | -53.1% | +53.9% | +7.7% |
| 1Y | +2.8% | -54.3% | +57.1% | +10.1% |
| 3Y | +278.5% | -6.5% | +285.0% | +203.7% |
| 5Y | +573.1% | -85.3% | +658.4% | +590.1% |
| All | +2,660.6% | +68.6% | +2,592.1% | +1,433.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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