+724.5%
AVGO vs S
-56.8%
+781.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.0% | -7.7% | +4.8% | -1.4% |
| 30D | -14.4% | -5.3% | -9.1% | -13.7% |
| 3M | -14.4% | +20.3% | -34.7% | -18.3% |
| 6M | +13.1% | +47.4% | -34.2% | +2.4% |
| YTD | +3.8% | +32.5% | -28.7% | -4.3% |
| 1Y | +17.8% | +9.5% | +8.2% | +12.5% |
| 3Y | +325.3% | +15.5% | +309.7% | +295.6% |
| 5Y | +689.9% | -71.2% | +761.1% | +728.5% |
| All | +724.5% | -56.8% | +781.2% | +747.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling