+1,823.5%
AVGO vs SPOT
+215.3%
+1,608.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.8% |
| 7D | -0.8% | -6.5% | +5.7% | +1.1% |
| 30D | -13.7% | +2.2% | -15.9% | -14.7% |
| 3M | -6.9% | +5.4% | -12.3% | -9.3% |
| 6M | +5.8% | -4.0% | +9.8% | +4.9% |
| YTD | +5.7% | -9.9% | +15.6% | +5.7% |
| 1Y | +9.0% | -27.3% | +36.3% | +16.2% |
| 3Y | +340.5% | +236.4% | +104.1% | +191.6% |
| 5Y | +711.1% | +112.6% | +598.5% | +469.2% |
| All | +1,823.5% | +215.3% | +1,608.3% | +935.8% |
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