+29,187.3%
AVGO vs SPY
+908.8%
+28,278.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.4% |
| 7D | 0.0% | -0.6% | +0.5% | +1.2% |
| 30D | -8.2% | -3.7% | -4.5% | -2.6% |
| 3M | -21.3% | -2.7% | -18.5% | -17.5% |
| 6M | -22.5% | +2.2% | -24.7% | -23.7% |
| YTD | -3.6% | +10.8% | -14.4% | -14.5% |
| 1Y | -6.7% | +11.2% | -17.9% | -17.2% |
| 3Y | +258.1% | +76.5% | +181.7% | +82.7% |
| 5Y | +560.9% | +72.9% | +487.9% | +252.5% |
| 10Y | +2,475.6% | +304.8% | +2,170.8% | +385.4% |
| All | +29,187.3% | +908.8% | +28,278.5% | +1,962.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling