-6.8%
AVGO vs SAP
-5.6%
-1.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -2.0% |
| 7D | -7.5% | +1.3% | -8.8% | -7.4% |
| 30D | -10.2% | +15.5% | -25.8% | -10.3% |
| 3M | -22.0% | +22.8% | -44.8% | -22.2% |
| 6M | -21.6% | +42.5% | -64.1% | -21.9% |
| YTD | -5.4% | +0.5% | -6.0% | +3.6% |
| 1Y | -6.8% | -5.9% | -0.9% | +6.6% |
| All | -6.8% | -5.6% | -1.2% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling