+28,084.6%
AVGO vs SPGI
+2,074.9%
+26,009.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.4% |
| 7D | -0.9% | -0.9% | 0.0% | -0.4% |
| 30D | -11.6% | +15.5% | -27.1% | -18.6% |
| 3M | -25.2% | +15.7% | -40.8% | -31.6% |
| 6M | -25.4% | +19.1% | -44.5% | -34.4% |
| YTD | -7.2% | -4.1% | -3.1% | -9.0% |
| 1Y | -7.9% | +1.2% | -9.1% | -12.8% |
| 3Y | +262.1% | +31.6% | +230.5% | +186.7% |
| 5Y | +525.7% | +12.4% | +513.2% | +437.5% |
| 10Y | +2,300.3% | +334.3% | +1,966.0% | +847.4% |
| All | +28,084.6% | +2,074.9% | +26,009.7% | +5,424.2% |
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