+31,416.6%
AVGO vs SPYG
+1,284.9%
+30,131.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -3.0% | +0.4% | -3.3% | -3.5% |
| 30D | -14.4% | -0.4% | -14.0% | -13.9% |
| 3M | -14.4% | +0.5% | -15.0% | -14.5% |
| 6M | +13.1% | +17.5% | -4.3% | -7.5% |
| YTD | +3.8% | +14.3% | -10.6% | -11.8% |
| 1Y | +17.8% | +21.7% | -3.9% | -6.7% |
| 3Y | +325.3% | +98.6% | +226.6% | +94.8% |
| 5Y | +689.9% | +85.1% | +604.8% | +295.2% |
| 10Y | +2,597.0% | +412.0% | +2,185.0% | +279.1% |
| All | +31,416.6% | +1,284.9% | +30,131.7% | +1,414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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