+2,030.0%
AVGO vs SNAP
-77.2%
+2,107.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.8% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -14.4% | +2.6% | -17.1% | -15.1% |
| 3M | -14.4% | -9.9% | -4.5% | -13.7% |
| 6M | +13.1% | +1.9% | +11.3% | +11.1% |
| YTD | +3.8% | -32.2% | +36.0% | +8.2% |
| 1Y | +17.8% | -22.8% | +40.6% | +19.8% |
| 3Y | +325.3% | -47.6% | +372.9% | +334.2% |
| 5Y | +689.9% | -92.7% | +782.6% | +877.9% |
| All | +2,030.0% | -77.2% | +2,107.2% | +1,694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling