+2,664.2%
AVGO vs RY
+371.9%
+2,292.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | -3.0% | +3.1% | -6.1% | -5.3% |
| 30D | -14.4% | -0.3% | -14.1% | -14.4% |
| 3M | -14.4% | +8.7% | -23.1% | -20.0% |
| 6M | +13.1% | +28.5% | -15.4% | -7.2% |
| YTD | +3.8% | +25.1% | -21.3% | -13.1% |
| 1Y | +17.8% | +46.3% | -28.5% | -12.7% |
| 3Y | +325.3% | +154.9% | +170.3% | +102.8% |
| 5Y | +689.9% | +140.3% | +549.6% | +291.8% |
| All | +2,664.2% | +371.9% | +2,292.4% | +768.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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