+24,102.1%
AVGO vs STLA
+263.8%
+23,838.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -3.0% | +2.6% | -5.5% | -3.6% |
| 30D | -14.4% | -1.2% | -13.2% | -14.4% |
| 3M | -14.4% | -24.8% | +10.3% | -8.8% |
| 6M | +13.1% | -25.6% | +38.7% | +20.4% |
| YTD | +3.8% | -48.9% | +52.7% | +18.9% |
| 1Y | +17.8% | -38.8% | +56.5% | +27.7% |
| 3Y | +325.3% | -64.5% | +389.8% | +413.4% |
| 5Y | +689.9% | -62.4% | +752.4% | +822.9% |
| 10Y | +2,597.0% | +55.4% | +2,541.6% | +2,241.3% |
| All | +24,102.1% | +263.8% | +23,838.3% | +18,964.3% |
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