+2,856.4%
AVGO vs STZ
-13.0%
+2,869.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -0.8% | -6.0% | +5.3% | +0.9% |
| 30D | -13.7% | -8.9% | -4.9% | -11.6% |
| 3M | -6.9% | -12.6% | +5.6% | -3.9% |
| 6M | +5.8% | -17.2% | +23.0% | +10.5% |
| YTD | +5.7% | -10.0% | +15.7% | +6.2% |
| 1Y | +9.0% | -14.3% | +23.3% | +11.1% |
| 3Y | +340.5% | -49.9% | +390.4% | +434.5% |
| 5Y | +711.1% | -38.2% | +749.3% | +793.5% |
| 10Y | +2,856.4% | -12.0% | +2,868.4% | +2,558.5% |
| All | +2,856.4% | -13.0% | +2,869.5% | +2,558.5% |
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