+31,416.6%
AVGO vs SAP
+488.1%
+30,928.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -3.0% | -2.9% | -0.1% | -1.5% |
| 30D | -14.4% | +9.0% | -23.4% | -18.7% |
| 3M | -14.4% | +14.9% | -29.4% | -22.5% |
| 6M | +13.1% | +11.9% | +1.2% | +2.4% |
| YTD | +3.8% | -9.9% | +13.7% | +5.2% |
| 1Y | +17.8% | -19.5% | +37.3% | +26.9% |
| 3Y | +325.3% | +61.8% | +263.5% | +197.8% |
| 5Y | +689.9% | +56.2% | +633.8% | +453.8% |
| 10Y | +2,597.0% | +180.6% | +2,416.4% | +1,176.6% |
| All | +31,416.6% | +488.1% | +30,928.5% | +8,747.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling