+3,312.8%
AVGO vs SHOP
+8,524.1%
-5,211.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.6% | +7.5% | +4.7% |
| 7D | 0.0% | +2.8% | -2.9% | -0.7% |
| 30D | -8.2% | -14.2% | +6.0% | -5.0% |
| 3M | -21.3% | -5.5% | -15.7% | -20.8% |
| 6M | -22.5% | +32.8% | -55.3% | -29.1% |
| YTD | -3.6% | -8.9% | +5.4% | -4.8% |
| 1Y | -6.7% | -7.7% | +1.0% | -8.2% |
| 3Y | +258.1% | +139.0% | +119.1% | +173.6% |
| 5Y | +560.9% | -0.5% | +561.4% | +449.2% |
| 10Y | +2,475.6% | +3,557.0% | -1,081.4% | +970.2% |
| All | +3,312.8% | +8,524.1% | -5,211.3% | +1,278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling