+339.7%
AVGO vs SPYM
+77.0%
+262.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.2% |
| 30D | -13.7% | -1.4% | -12.4% | -11.3% |
| 3M | -6.9% | +3.7% | -10.7% | -13.5% |
| 6M | +5.8% | +13.0% | -7.3% | -17.0% |
| YTD | +5.7% | +12.5% | -6.8% | -16.0% |
| 1Y | +9.0% | +18.6% | -9.6% | -21.6% |
| All | +339.7% | +77.0% | +262.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling