+2,300.3%
AVGO vs STM
+433.9%
+1,866.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.8% | +2.0% | +5.4% |
| 7D | -0.9% | -5.6% | +4.7% | +2.1% |
| 30D | -11.6% | -14.4% | +2.8% | -4.6% |
| 3M | -25.2% | -20.5% | -4.7% | -16.6% |
| 6M | -25.4% | -24.5% | -0.9% | -17.7% |
| YTD | -7.2% | +72.7% | -79.9% | -34.5% |
| 1Y | -7.9% | +91.0% | -98.9% | -38.6% |
| 3Y | +262.1% | +13.5% | +248.6% | +195.4% |
| 5Y | +525.7% | -9.2% | +534.9% | +452.2% |
| 10Y | +2,300.3% | +422.5% | +1,877.8% | +767.1% |
| All | +2,300.3% | +433.9% | +1,866.4% | +767.1% |
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