+2,660.6%
AVGO vs SAP
+237.3%
+2,423.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.1% | -4.9% |
| 7D | +18.2% | +0.6% | +17.5% | +17.8% |
| 30D | +0.2% | +6.5% | -6.3% | -3.6% |
| 3M | -16.8% | +12.2% | -29.0% | -22.7% |
| 6M | -16.5% | +46.1% | -62.5% | -35.1% |
| YTD | +0.8% | -1.6% | +2.4% | -2.6% |
| 1Y | +2.8% | -5.1% | +7.9% | +1.7% |
| 3Y | +278.5% | +68.4% | +210.2% | +154.9% |
| 5Y | +573.1% | +79.4% | +493.6% | +326.1% |
| All | +2,660.6% | +237.3% | +2,423.3% | +919.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling