-6.7%
AVGO vs SO
+6.1%
-12.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +4.0% |
| 7D | 0.0% | -0.1% | +0.1% | -0.2% |
| 30D | -8.2% | +8.7% | -16.9% | -3.0% |
| 3M | -21.3% | +3.4% | -24.6% | -19.7% |
| 6M | -22.5% | +3.7% | -26.2% | -21.1% |
| YTD | -3.6% | +10.0% | -13.6% | +3.2% |
| 1Y | -6.7% | +6.6% | -13.3% | +3.7% |
| All | -6.7% | +6.1% | -12.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling