+525.7%
AVGO vs STLA
-70.4%
+596.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.8% |
| 7D | -0.9% | -6.4% | +5.5% | +0.9% |
| 30D | -11.6% | -1.3% | -10.3% | -11.5% |
| 3M | -25.2% | -19.9% | -5.2% | -21.2% |
| 6M | -25.4% | -42.9% | +17.4% | -13.8% |
| YTD | -7.2% | -59.4% | +52.2% | +16.0% |
| 1Y | -7.9% | -56.8% | +48.9% | +12.0% |
| 3Y | +262.1% | -73.1% | +335.2% | +391.4% |
| 5Y | +525.7% | -70.1% | +595.8% | +644.2% |
| All | +525.7% | -70.4% | +596.1% | +644.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling