+9.0%
AVGO vs STZ
-14.3%
+23.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.0% |
| 7D | -0.8% | -6.0% | +5.3% | -2.1% |
| 30D | -13.7% | -8.9% | -4.9% | -15.4% |
| 3M | -6.9% | -12.6% | +5.6% | -9.2% |
| 6M | +5.8% | -17.2% | +23.0% | +3.1% |
| YTD | +5.7% | -10.0% | +15.7% | +3.0% |
| 1Y | +9.0% | -14.3% | +23.3% | +7.6% |
| All | +9.0% | -14.3% | +23.3% | +7.6% |
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