+22,390.2%
AVGO vs STLA
+178.7%
+22,211.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.6% | +7.5% | +4.8% |
| 7D | 0.0% | -4.9% | +4.9% | +1.2% |
| 30D | -8.2% | -4.9% | -3.3% | -7.3% |
| 3M | -21.3% | -23.7% | +2.4% | -16.7% |
| 6M | -22.5% | -45.0% | +22.4% | -11.6% |
| YTD | -3.6% | -60.9% | +57.3% | +17.1% |
| 1Y | -6.7% | -58.9% | +52.2% | +11.5% |
| 3Y | +258.1% | -74.4% | +332.6% | +366.0% |
| 5Y | +560.9% | -71.5% | +632.4% | +720.8% |
| 10Y | +2,475.6% | +5.3% | +2,470.4% | +2,318.2% |
| All | +22,390.2% | +178.7% | +22,211.5% | +18,667.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling