+332.9%
AVGO vs STLA
-64.4%
+397.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -3.0% | +2.6% | -5.5% | -3.5% |
| 30D | -14.4% | -1.2% | -13.2% | -14.4% |
| 3M | -14.4% | -24.8% | +10.3% | -9.5% |
| 6M | +13.1% | -25.6% | +38.7% | +19.4% |
| YTD | +3.8% | -48.9% | +52.7% | +17.2% |
| 1Y | +17.8% | -38.8% | +56.5% | +25.1% |
| All | +332.9% | -64.4% | +397.3% | +402.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling