+2,755.4%
AVGO vs STM
+653.6%
+2,101.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | -0.3% | +5.2% | -5.5% | -2.8% |
| 30D | -13.8% | -7.4% | -6.5% | -10.7% |
| 3M | -6.9% | -30.6% | +23.7% | +8.7% |
| 6M | +11.9% | +66.4% | -54.4% | -17.6% |
| YTD | +6.9% | +101.1% | -94.3% | -29.5% |
| 1Y | +7.4% | +97.4% | -90.0% | -29.6% |
| 3Y | +345.6% | +21.1% | +324.4% | +254.3% |
| 5Y | +718.9% | +22.5% | +696.4% | +522.0% |
| 10Y | +2,755.4% | +657.6% | +2,097.8% | +934.4% |
| All | +2,755.4% | +653.6% | +2,101.7% | +934.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling