+2,660.6%
AVGO vs SHOP
+3,581.9%
-921.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | +18.2% | -1.2% | +19.4% | +18.5% |
| 30D | +0.2% | -14.7% | +14.9% | +4.2% |
| 3M | -16.8% | -7.2% | -9.6% | -15.8% |
| 6M | -16.5% | +54.2% | -70.6% | -27.1% |
| YTD | +0.8% | -8.6% | +9.4% | -0.8% |
| 1Y | +2.8% | +0.5% | +2.3% | -1.4% |
| 3Y | +278.5% | +135.9% | +142.6% | +180.4% |
| 5Y | +573.1% | -11.9% | +585.0% | +474.7% |
| All | +2,660.6% | +3,581.9% | -921.2% | +801.4% |
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