+31,416.6%
AVGO vs STM
+910.7%
+30,505.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.7% |
| 7D | -3.0% | +5.8% | -8.7% | -5.5% |
| 30D | -14.4% | -1.0% | -13.4% | -14.2% |
| 3M | -14.4% | -33.3% | +18.8% | +0.7% |
| 6M | +13.1% | +57.4% | -44.2% | -12.0% |
| YTD | +3.8% | +102.2% | -98.4% | -28.9% |
| 1Y | +17.8% | +99.6% | -81.8% | -19.9% |
| 3Y | +325.3% | +14.5% | +310.7% | +256.2% |
| 5Y | +689.9% | +21.4% | +668.6% | +525.6% |
| 10Y | +2,597.0% | +695.0% | +1,902.0% | +813.9% |
| All | +31,416.6% | +910.7% | +30,505.9% | +8,307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling