+31,416.6%
AVGO vs SPYM
+941.8%
+30,474.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | -14.4% | +0.1% | -14.5% | -14.5% |
| 3M | -14.4% | +2.0% | -16.5% | -16.2% |
| 6M | +13.1% | +13.1% | +0.1% | -2.7% |
| YTD | +3.8% | +13.6% | -9.8% | -11.1% |
| 1Y | +17.8% | +20.1% | -2.3% | -5.4% |
| 3Y | +325.3% | +77.6% | +247.7% | +122.1% |
| 5Y | +689.9% | +82.5% | +607.4% | +306.7% |
| 10Y | +2,597.0% | +317.6% | +2,279.4% | +461.8% |
| All | +31,416.6% | +941.8% | +30,474.8% | +2,605.8% |
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