+1,227.2%
AVGO vs RVMD
+634.9%
+592.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.2% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | -13.8% | +1.1% | -14.9% | -14.1% |
| 3M | -6.9% | +39.6% | -46.5% | -12.2% |
| 6M | +11.9% | +110.7% | -98.8% | -3.2% |
| YTD | +6.9% | +160.3% | -153.4% | -12.2% |
| 1Y | +7.4% | +404.9% | -397.5% | -22.3% |
| 3Y | +345.6% | +545.5% | -199.9% | +196.1% |
| 5Y | +718.9% | +584.7% | +134.2% | +398.9% |
| All | +1,227.2% | +634.9% | +592.3% | +541.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling