-6.8%
AVGO vs STZ
+14.7%
-21.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -0.3% |
| 7D | -7.5% | +13.0% | -20.5% | -3.7% |
| 30D | -10.2% | +29.4% | -39.6% | -3.2% |
| 3M | -22.0% | +11.6% | -33.6% | -18.6% |
| 6M | -21.6% | -0.2% | -21.4% | -18.9% |
| YTD | -5.4% | +8.6% | -14.0% | -4.2% |
| 1Y | -6.8% | +15.9% | -22.8% | +5.1% |
| All | -6.8% | +14.7% | -21.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling