+700.8%
AVGO vs S
-51.7%
+752.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.7% |
| 7D | +18.2% | +2.0% | +16.2% | +17.6% |
| 30D | +0.2% | -2.7% | +2.9% | +0.7% |
| 3M | -16.8% | -6.9% | -9.9% | -16.3% |
| 6M | -16.5% | +38.1% | -54.5% | -23.4% |
| YTD | +0.8% | +48.0% | -47.2% | -9.8% |
| 1Y | +2.8% | +34.5% | -31.6% | -6.4% |
| 3Y | +278.5% | +38.3% | +240.2% | +238.1% |
| 5Y | +573.1% | -70.9% | +644.0% | +592.6% |
| All | +700.8% | -51.7% | +752.6% | +698.8% |
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