+718.9%
AVGO vs SHOP
-12.8%
+731.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.6% | +10.6% | +4.8% |
| 7D | -0.3% | -4.1% | +3.8% | +0.5% |
| 30D | -13.8% | -11.5% | -2.3% | -11.5% |
| 3M | -6.9% | +21.1% | -28.0% | -12.5% |
| 6M | +11.9% | +3.0% | +8.9% | +8.3% |
| YTD | +6.9% | -16.7% | +23.6% | +8.3% |
| 1Y | +7.4% | -8.3% | +15.7% | +6.0% |
| 3Y | +345.6% | +112.8% | +232.7% | +247.2% |
| 5Y | +718.9% | -9.3% | +728.1% | +590.4% |
| All | +718.9% | -12.8% | +731.6% | +590.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling