+2,584.7%
AVGO vs SAP
+231.4%
+2,353.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +6.1% | -2.5% | +8.5% | +7.3% |
| 30D | -2.7% | +7.5% | -10.1% | -6.8% |
| 3M | -16.9% | +11.6% | -28.5% | -22.6% |
| 6M | -19.1% | +37.6% | -56.8% | -34.9% |
| YTD | +0.3% | -2.0% | +2.2% | -2.9% |
| 1Y | -1.2% | -6.4% | +5.2% | -1.4% |
| 3Y | +272.4% | +67.7% | +204.7% | +151.3% |
| 5Y | +579.0% | +75.7% | +503.3% | +335.1% |
| 10Y | +2,584.7% | +229.3% | +2,355.4% | +900.7% |
| All | +2,584.7% | +231.4% | +2,353.3% | +900.7% |
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