+345.6%
AVGO vs SAP
+56.7%
+288.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.6% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -13.8% | +2.6% | -16.4% | -14.8% |
| 3M | -6.9% | +16.3% | -23.2% | -12.0% |
| 6M | +11.9% | +6.4% | +5.5% | +9.9% |
| YTD | +6.9% | -11.4% | +18.3% | +15.0% |
| 1Y | +7.4% | -20.4% | +27.8% | +22.9% |
| 3Y | +345.6% | +56.5% | +289.1% | +237.4% |
| All | +345.6% | +56.7% | +288.9% | +237.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling