+711.1%
AVGO vs SPYM
+81.6%
+629.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.3% |
| 30D | -13.7% | -1.4% | -12.4% | -11.8% |
| 3M | -6.9% | +3.7% | -10.7% | -12.1% |
| 6M | +5.8% | +13.0% | -7.3% | -12.7% |
| YTD | +5.7% | +12.5% | -6.8% | -11.8% |
| 1Y | +9.0% | +18.6% | -9.6% | -15.8% |
| 3Y | +340.5% | +78.0% | +262.5% | +99.8% |
| 5Y | +711.1% | +82.3% | +628.8% | +272.9% |
| All | +711.1% | +81.6% | +629.4% | +272.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling