+3,572.6%
AVGO vs SHOP
+8,434.7%
-4,862.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.0% | -5.1% | +2.2% | -1.8% |
| 30D | -14.4% | +0.6% | -15.0% | -14.7% |
| 3M | -14.4% | +25.0% | -39.5% | -19.7% |
| 6M | +13.1% | +11.9% | +1.2% | +7.7% |
| YTD | +3.8% | -9.9% | +13.7% | +3.3% |
| 1Y | +17.8% | 0.0% | +17.8% | +14.1% |
| 3Y | +325.3% | +117.5% | +207.8% | +231.5% |
| 5Y | +689.9% | -6.6% | +696.6% | +567.7% |
| 10Y | +2,597.0% | +3,320.3% | -723.3% | +1,036.6% |
| All | +3,572.6% | +8,434.7% | -4,862.2% | +1,395.6% |
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