+2,761.7%
AVGO vs STLA
+51.6%
+2,710.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.0% | -3.8% | +4.9% | +2.2% |
| 30D | -13.3% | -3.1% | -10.2% | -12.8% |
| 3M | -2.9% | -19.6% | +16.8% | +3.2% |
| 6M | +5.7% | -23.5% | +29.2% | +13.7% |
| YTD | +4.6% | -51.5% | +56.2% | +27.2% |
| 1Y | -1.6% | -39.7% | +38.0% | +9.2% |
| 3Y | +336.2% | -66.3% | +402.5% | +467.2% |
| 5Y | +695.6% | -63.1% | +758.8% | +868.6% |
| All | +2,761.7% | +51.6% | +2,710.1% | +2,378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling