+2,856.4%
AVGO vs SAP
+175.9%
+2,680.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | -13.7% | +0.3% | -14.0% | -14.2% |
| 3M | -6.9% | +16.9% | -23.8% | -16.4% |
| 6M | +5.8% | +6.3% | -0.6% | -1.0% |
| YTD | +5.7% | -12.4% | +18.1% | +9.6% |
| 1Y | +9.0% | -21.6% | +30.6% | +20.5% |
| 3Y | +340.5% | +54.8% | +285.7% | +212.2% |
| 5Y | +711.1% | +56.2% | +654.9% | +458.3% |
| 10Y | +2,856.4% | +179.0% | +2,677.4% | +1,200.8% |
| All | +2,856.4% | +175.9% | +2,680.5% | +1,200.8% |
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