+332.9%
AVGO vs SPGI
+23.3%
+309.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -14.4% | +8.4% | -22.8% | -15.7% |
| 3M | -14.4% | +11.8% | -26.3% | -17.0% |
| 6M | +13.1% | +5.7% | +7.4% | +11.5% |
| YTD | +3.8% | -9.7% | +13.5% | +8.7% |
| 1Y | +17.8% | -12.5% | +30.2% | +25.5% |
| All | +332.9% | +23.3% | +309.7% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 3y: compounded portfolio wealth divided by compounded SPGI 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…
3y analysis · Full analysis span regression · 6 months rolling