+695.6%
AVGO vs RVMD
+560.0%
+135.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | +1.0% | -3.6% | +4.6% | +1.6% |
| 30D | -13.3% | -1.1% | -12.2% | -13.2% |
| 3M | -2.9% | +41.0% | -43.9% | -7.9% |
| 6M | +5.7% | +105.7% | -100.0% | -6.6% |
| YTD | +4.6% | +155.3% | -150.7% | -11.7% |
| 1Y | -1.6% | +402.7% | -404.4% | -26.2% |
| 3Y | +336.2% | +533.1% | -196.9% | +207.1% |
| 5Y | +695.6% | +583.5% | +112.1% | +409.8% |
| All | +695.6% | +560.0% | +135.6% | +409.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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