+30,513.3%
AVGO vs SPYM
+922.7%
+29,590.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.2% |
| 7D | +18.2% | +2.6% | +15.6% | +14.5% |
| 30D | +0.2% | -2.0% | +2.2% | +3.7% |
| 3M | -16.8% | -2.8% | -14.0% | -12.9% |
| 6M | -16.5% | +2.2% | -18.6% | -17.5% |
| YTD | +0.8% | +11.5% | -10.7% | -10.7% |
| 1Y | +2.8% | +13.5% | -10.7% | -10.6% |
| 3Y | +278.5% | +78.0% | +200.5% | +98.8% |
| 5Y | +573.1% | +73.1% | +499.9% | +272.7% |
| 10Y | +2,598.7% | +310.9% | +2,287.8% | +479.7% |
| All | +30,513.3% | +922.7% | +29,590.6% | +2,616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling