+25,809.4%
AVGO vs STM
+708.6%
+25,100.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -1.3% |
| 7D | -9.9% | -10.7% | +0.8% | -5.1% |
| 30D | -22.0% | -25.7% | +3.7% | -10.7% |
| 3M | -30.0% | -21.6% | -8.5% | -22.2% |
| 6M | -30.7% | -27.8% | -2.9% | -22.4% |
| YTD | -14.7% | +61.8% | -76.4% | -35.5% |
| 1Y | -16.8% | +78.1% | -94.9% | -40.1% |
| 3Y | +244.4% | +4.9% | +239.5% | +199.7% |
| 5Y | +474.0% | -14.3% | +488.3% | +432.4% |
| 10Y | +2,122.6% | +414.1% | +1,708.5% | +809.6% |
| All | +25,809.4% | +708.6% | +25,100.8% | +7,531.2% |
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