+1,735.2%
AVGO vs SPOT
+269.3%
+1,465.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.1% | -5.4% |
| 7D | +18.2% | +1.6% | +16.6% | +17.6% |
| 30D | +0.2% | +16.9% | -16.7% | -4.6% |
| 3M | -16.8% | +23.0% | -39.8% | -22.6% |
| 6M | -16.5% | +42.2% | -58.6% | -26.5% |
| YTD | +0.8% | +5.5% | -4.7% | -4.4% |
| 1Y | +2.8% | -5.1% | +7.9% | +0.8% |
| 3Y | +278.5% | +257.9% | +20.6% | +144.7% |
| 5Y | +573.1% | +118.4% | +454.7% | +367.2% |
| All | +1,735.2% | +269.3% | +1,465.9% | +836.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling