+278.5%
AVGO vs STLA
-77.1%
+355.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.7% | -4.6% |
| 7D | +18.2% | -13.8% | +31.9% | +21.2% |
| 30D | +0.2% | -10.5% | +10.8% | +1.9% |
| 3M | -16.8% | -28.9% | +12.1% | -11.9% |
| 6M | -16.5% | -49.7% | +33.3% | -5.2% |
| YTD | +0.8% | -64.9% | +65.7% | +21.7% |
| 1Y | +2.8% | -64.0% | +66.9% | +22.8% |
| 3Y | +278.5% | -77.4% | +356.0% | +388.9% |
| All | +278.5% | -77.1% | +355.7% | +388.9% |
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