+691.7%
AVGO vs SPGI
+8.3%
+683.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -14.4% | +8.4% | -22.8% | -17.4% |
| 3M | -14.4% | +11.8% | -26.3% | -19.7% |
| 6M | +13.1% | +5.7% | +7.4% | +8.6% |
| YTD | +3.8% | -9.7% | +13.5% | +7.6% |
| 1Y | +17.8% | -12.5% | +30.2% | +23.3% |
| 3Y | +325.3% | +21.8% | +303.4% | +251.3% |
| All | +691.7% | +8.3% | +683.4% | +590.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling