+2,093.4%
AVGO vs SNAP
-77.4%
+2,170.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | -13.8% | +1.9% | -15.7% | -14.4% |
| 3M | -6.9% | -3.9% | -3.0% | -7.1% |
| 6M | +11.9% | +5.2% | +6.7% | +9.3% |
| YTD | +6.9% | -32.7% | +39.6% | +11.6% |
| 1Y | +7.4% | -24.8% | +32.2% | +9.7% |
| 3Y | +345.6% | -42.2% | +387.7% | +348.5% |
| 5Y | +718.9% | -92.7% | +811.6% | +912.8% |
| All | +2,093.4% | -77.4% | +2,170.8% | +1,749.9% |
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