+475.2%
AVGO vs SPG
+78.1%
+397.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -9.9% | +4.9% | -14.8% | -11.9% |
| 30D | -22.0% | +15.6% | -37.6% | -27.3% |
| 3M | -30.0% | +4.1% | -34.1% | -31.5% |
| 6M | -30.7% | +13.6% | -44.3% | -35.9% |
| YTD | -14.7% | +27.5% | -42.2% | -26.1% |
| 1Y | -16.8% | +32.2% | -49.0% | -29.5% |
| 3Y | +244.4% | +126.0% | +118.4% | +112.1% |
| All | +475.2% | +78.1% | +397.1% | +275.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling