+474.0%
AVGO vs S
-67.4%
+541.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -9.9% | -13.4% | +3.5% | -7.0% |
| 30D | -22.0% | -14.0% | -8.0% | -19.5% |
| 3M | -30.0% | +4.9% | -34.9% | -31.5% |
| 6M | -30.7% | +42.0% | -72.7% | -37.2% |
| YTD | -14.7% | +45.1% | -59.8% | -23.9% |
| 1Y | -16.8% | +33.1% | -49.9% | -24.6% |
| 3Y | +244.4% | +40.6% | +203.8% | +203.9% |
| All | +474.0% | -67.4% | +541.4% | +525.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling