+345.6%
AVGO vs STZ
-50.3%
+395.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.6% | +8.6% | +2.8% |
| 7D | -0.3% | -7.4% | +7.1% | -0.5% |
| 30D | -13.8% | -10.9% | -3.0% | -14.1% |
| 3M | -6.9% | -13.4% | +6.5% | -7.2% |
| 6M | +11.9% | -16.2% | +28.1% | +11.8% |
| YTD | +6.9% | -10.4% | +17.3% | +5.7% |
| 1Y | +7.4% | -14.8% | +22.2% | +7.0% |
| 3Y | +345.6% | -50.1% | +395.7% | +359.8% |
| All | +345.6% | -50.3% | +395.9% | +359.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling