+10.3%
AVGO vs SAP
-20.3%
+30.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -13.8% | +2.6% | -16.4% | -13.9% |
| 3M | -6.9% | +16.3% | -23.2% | -5.2% |
| 6M | +11.9% | +6.4% | +5.5% | +14.9% |
| YTD | +6.9% | -11.4% | +18.3% | +11.8% |
| All | +10.3% | -20.3% | +30.6% | +13.1% |
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