+1,804.8%
AVGO vs SNAP
-79.0%
+1,883.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.0% | +8.5% |
| 7D | -0.9% | -7.3% | +6.5% | +0.4% |
| 30D | -11.6% | -18.9% | +7.3% | -8.7% |
| 3M | -25.2% | -5.3% | -19.9% | -25.0% |
| 6M | -25.4% | -16.9% | -8.5% | -24.2% |
| YTD | -7.2% | -37.4% | +30.2% | -2.2% |
| 1Y | -7.9% | -38.5% | +30.6% | -2.7% |
| 3Y | +262.1% | -55.1% | +317.2% | +278.7% |
| 5Y | +525.7% | -90.8% | +616.5% | +650.7% |
| All | +1,804.8% | -79.0% | +1,883.8% | +1,521.1% |
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