+29,187.3%
AVGO vs SAP
+539.1%
+28,648.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.5% | +4.7% |
| 7D | 0.0% | +1.5% | -1.5% | -1.1% |
| 30D | -8.2% | +8.8% | -17.0% | -12.8% |
| 3M | -21.3% | +12.1% | -33.3% | -26.9% |
| 6M | -22.5% | +34.6% | -57.1% | -37.0% |
| YTD | -3.6% | -2.1% | -1.4% | -7.4% |
| 1Y | -6.7% | -5.5% | -1.1% | -8.4% |
| 3Y | +258.1% | +67.4% | +190.7% | +144.9% |
| 5Y | +560.9% | +74.6% | +486.3% | +332.6% |
| 10Y | +2,475.6% | +224.0% | +2,251.6% | +1,017.2% |
| All | +29,187.3% | +539.1% | +28,648.2% | +7,685.6% |
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 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