+3.3%
AVGO vs SAP
-5.9%
+9.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +25.0% | -3.9% | +28.9% | +24.9% |
| 30D | +2.0% | +6.5% | -4.5% | +1.9% |
| 3M | -12.3% | +14.7% | -26.9% | -12.4% |
| 6M | -12.8% | +39.9% | -52.7% | -13.3% |
| YTD | +5.9% | -2.0% | +7.8% | +16.2% |
| 1Y | +3.3% | -6.0% | +9.3% | +16.6% |
| All | +3.3% | -5.9% | +9.3% | +16.6% |
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