+244.4%
AVGO vs SAP
+75.3%
+169.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.9% | +2.0% |
| 7D | -9.9% | -0.7% | -9.3% | -9.9% |
| 30D | -22.0% | +11.1% | -33.1% | -24.9% |
| 3M | -30.0% | +17.0% | -47.1% | -34.1% |
| 6M | -30.7% | +34.8% | -65.6% | -38.9% |
| YTD | -14.7% | -2.2% | -12.5% | -11.4% |
| 1Y | -16.8% | -6.4% | -10.3% | -11.0% |
| 3Y | +244.4% | +75.1% | +169.3% | +100.1% |
| All | +244.4% | +75.3% | +169.1% | +100.1% |
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 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