+25,809.4%
AVGO vs SPG
+701.8%
+25,107.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -9.9% | +4.9% | -14.8% | -11.5% |
| 30D | -22.0% | +15.6% | -37.6% | -26.1% |
| 3M | -30.0% | +4.1% | -34.1% | -31.2% |
| 6M | -30.7% | +13.6% | -44.3% | -34.5% |
| YTD | -14.7% | +27.5% | -42.2% | -22.9% |
| 1Y | -16.8% | +32.2% | -49.0% | -26.0% |
| 3Y | +244.4% | +126.0% | +118.4% | +150.6% |
| 5Y | +474.0% | +74.7% | +399.3% | +350.8% |
| 10Y | +2,122.6% | +112.8% | +2,009.7% | +1,373.0% |
| All | +25,809.4% | +701.8% | +25,107.6% | +9,590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling