+2,660.6%
AVGO vs STZ
+13.4%
+2,647.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -4.9% |
| 7D | +18.2% | +2.6% | +15.6% | +17.4% |
| 30D | +0.2% | +15.2% | -15.0% | -4.0% |
| 3M | -16.8% | +7.6% | -24.4% | -19.1% |
| 6M | -16.5% | +5.3% | -21.7% | -18.9% |
| YTD | +0.8% | +8.6% | -7.8% | -4.5% |
| 1Y | +2.8% | +15.6% | -12.7% | -4.8% |
| 3Y | +278.5% | -35.2% | +313.7% | +320.4% |
| 5Y | +573.1% | -29.1% | +602.2% | +613.6% |
| All | +2,660.6% | +13.4% | +2,647.2% | +2,163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling