+244.4%
AVGO vs S
+34.5%
+210.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -9.9% | -13.4% | +3.5% | -6.5% |
| 30D | -22.0% | -14.0% | -8.0% | -19.1% |
| 3M | -30.0% | +4.9% | -34.9% | -31.7% |
| 6M | -30.7% | +42.0% | -72.7% | -38.8% |
| YTD | -14.7% | +45.1% | -59.8% | -26.0% |
| 1Y | -16.8% | +33.1% | -49.9% | -26.3% |
| 3Y | +244.4% | +40.6% | +203.8% | +206.9% |
| All | +244.4% | +34.5% | +210.0% | +206.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling