+691.7%
AVGO vs STZ
-33.3%
+725.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -3.0% | -1.9% | -1.0% | -2.7% |
| 30D | -14.4% | -1.9% | -12.6% | -14.3% |
| 3M | -14.4% | -6.2% | -8.2% | -14.0% |
| 6M | +13.1% | -14.0% | +27.1% | +15.3% |
| YTD | +3.8% | -5.1% | +8.9% | +2.5% |
| 1Y | +17.8% | -9.6% | +27.3% | +17.8% |
| 3Y | +325.3% | -47.2% | +372.5% | +392.1% |
| All | +691.7% | -33.3% | +725.0% | +717.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling