+2,761.7%
AVGO vs STX
+3,548.7%
-786.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.1% |
| 7D | +1.0% | +8.0% | -7.0% | -2.1% |
| 30D | -13.3% | +5.1% | -18.4% | -15.7% |
| 3M | -2.9% | +5.8% | -8.6% | -8.1% |
| 6M | +5.7% | +124.9% | -119.2% | -27.8% |
| YTD | +4.6% | +213.9% | -209.3% | -40.3% |
| 1Y | -1.6% | +350.4% | -352.0% | -53.2% |
| 3Y | +336.2% | +1,314.2% | -978.0% | +23.9% |
| 5Y | +695.6% | +1,092.8% | -397.2% | +134.5% |
| All | +2,761.7% | +3,548.7% | -786.9% | +471.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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