+2,856.4%
AVGO vs SHOP
+2,872.8%
-16.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.3% | +0.3% |
| 7D | -0.8% | -10.6% | +9.9% | +1.9% |
| 30D | -13.7% | -18.3% | +4.6% | -9.4% |
| 3M | -6.9% | +14.8% | -21.8% | -11.6% |
| 6M | +5.8% | -5.0% | +10.8% | +4.3% |
| YTD | +5.7% | -21.2% | +26.9% | +8.5% |
| 1Y | +9.0% | -11.6% | +20.6% | +8.3% |
| 3Y | +340.5% | +101.2% | +239.3% | +238.9% |
| 5Y | +711.1% | -15.7% | +726.8% | +598.2% |
| 10Y | +2,856.4% | +2,989.4% | -133.0% | +833.4% |
| All | +2,856.4% | +2,872.8% | -16.4% | +833.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling