+1,969.0%
AVGO vs SNAP
-78.1%
+2,047.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.5% | -4.9% |
| 7D | +18.2% | +6.0% | +12.1% | +17.0% |
| 30D | +0.2% | -13.8% | +14.0% | +2.5% |
| 3M | -16.8% | -0.8% | -16.0% | -17.2% |
| 6M | -16.5% | -6.2% | -10.2% | -16.7% |
| YTD | +0.8% | -34.8% | +35.6% | +5.5% |
| 1Y | +2.8% | -38.7% | +41.5% | +8.6% |
| 3Y | +278.5% | -53.5% | +332.0% | +293.5% |
| 5Y | +573.1% | -90.2% | +663.3% | +699.3% |
| All | +1,969.0% | -78.1% | +2,047.0% | +1,648.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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