+244.4%
AVGO vs STZ
-37.2%
+281.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.6% |
| 7D | -9.9% | +4.9% | -14.8% | -9.5% |
| 30D | -22.0% | +20.9% | -42.9% | -20.9% |
| 3M | -30.0% | +8.0% | -38.0% | -29.4% |
| 6M | -30.7% | -5.3% | -25.4% | -29.8% |
| YTD | -14.7% | +5.9% | -20.6% | -14.6% |
| 1Y | -16.8% | +14.2% | -31.0% | -17.0% |
| 3Y | +244.4% | -37.0% | +281.4% | +249.9% |
| All | +244.4% | -37.2% | +281.6% | +249.9% |
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