+2,584.7%
AVGO vs SPG
+116.4%
+2,468.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +6.1% | +2.7% | +3.3% | +5.2% |
| 30D | -2.7% | +16.6% | -19.2% | -7.5% |
| 3M | -16.9% | +8.1% | -25.0% | -19.1% |
| 6M | -19.1% | +19.3% | -38.5% | -24.3% |
| YTD | +0.3% | +31.1% | -30.8% | -9.3% |
| 1Y | -1.2% | +32.8% | -34.0% | -11.1% |
| 3Y | +272.4% | +135.8% | +136.6% | +176.6% |
| 5Y | +579.0% | +85.1% | +493.9% | +434.8% |
| 10Y | +2,584.7% | +115.9% | +2,468.8% | +1,684.6% |
| All | +2,584.7% | +116.4% | +2,468.4% | +1,684.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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