+25,809.4%
AVGO vs SPGI
+2,059.7%
+23,749.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.3% |
| 7D | -9.9% | +0.3% | -10.2% | -10.1% |
| 30D | -22.0% | +18.4% | -40.4% | -29.2% |
| 3M | -30.0% | +15.7% | -45.7% | -36.1% |
| 6M | -30.7% | +17.3% | -48.0% | -38.6% |
| YTD | -14.7% | -4.7% | -9.9% | -16.0% |
| 1Y | -16.8% | +1.8% | -18.6% | -21.6% |
| 3Y | +244.4% | +31.7% | +212.7% | +172.3% |
| 5Y | +474.0% | +12.1% | +462.0% | +393.8% |
| 10Y | +2,122.6% | +341.9% | +1,780.6% | +769.2% |
| All | +25,809.4% | +2,059.7% | +23,749.7% | +4,996.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling