+2,856.4%
AVGO vs SPY
+312.5%
+2,543.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.3% |
| 30D | -13.7% | -1.4% | -12.4% | -12.0% |
| 3M | -6.9% | +3.7% | -10.6% | -11.4% |
| 6M | +5.8% | +13.0% | -7.2% | -10.4% |
| YTD | +5.7% | +12.4% | -6.7% | -9.5% |
| 1Y | +9.0% | +18.5% | -9.5% | -12.7% |
| 3Y | +340.5% | +77.6% | +262.9% | +116.3% |
| 5Y | +711.1% | +81.7% | +629.4% | +293.6% |
| 10Y | +2,856.4% | +319.7% | +2,536.8% | +413.3% |
| All | +2,856.4% | +312.5% | +2,543.9% | +413.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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