+570.0%
AVGO vs STM
-5.1%
+575.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -5.0% |
| 7D | +18.2% | +12.0% | +6.1% | +12.0% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | -16.8% | -13.2% | -3.6% | -11.4% |
| 6M | -16.5% | -26.1% | +9.6% | -6.8% |
| YTD | +0.8% | +81.2% | -80.4% | -29.8% |
| 1Y | +2.8% | +98.3% | -95.5% | -31.9% |
| 3Y | +278.5% | +16.7% | +261.8% | +206.5% |
| All | +570.0% | -5.1% | +575.1% | +492.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling