+278.5%
AVGO vs SPGI
+30.0%
+248.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -4.9% |
| 7D | +18.2% | +1.2% | +16.9% | +18.0% |
| 30D | +0.2% | +15.9% | -15.7% | -1.6% |
| 3M | -16.8% | +12.3% | -29.1% | -18.1% |
| 6M | -16.5% | +23.7% | -40.2% | -20.3% |
| YTD | +0.8% | -3.5% | +4.4% | +5.0% |
| 1Y | +2.8% | +0.4% | +2.4% | +5.1% |
| 3Y | +278.5% | +29.9% | +248.7% | +172.8% |
| All | +278.5% | +30.0% | +248.5% | +172.8% |
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