+9.0%
AVGO vs SPG
+19.3%
-10.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -2.0% |
| 7D | -0.8% | -1.7% | +0.9% | -1.3% |
| 30D | -13.7% | -6.3% | -7.5% | -15.6% |
| 3M | -6.9% | -2.4% | -4.5% | -8.5% |
| 6M | +5.8% | +9.6% | -3.9% | +4.2% |
| YTD | +5.7% | +14.2% | -8.5% | +5.9% |
| 1Y | +9.0% | +19.3% | -10.3% | +11.1% |
| All | +9.0% | +19.3% | -10.2% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling