+739.4%
AVGO vs S
-57.7%
+797.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -13.7% | -12.6% | -1.2% | -11.5% |
| 3M | -6.9% | +27.6% | -34.5% | -12.3% |
| 6M | +5.8% | +35.5% | -29.7% | -2.6% |
| YTD | +5.7% | +29.6% | -23.9% | -2.1% |
| 1Y | +9.0% | +8.1% | +0.9% | +4.4% |
| 3Y | +340.5% | +14.8% | +325.8% | +310.7% |
| 5Y | +711.1% | -70.6% | +781.6% | +752.6% |
| All | +739.4% | -57.7% | +797.1% | +766.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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