+25,809.4%
AVGO vs STZ
+1,107.2%
+24,702.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | -9.9% | +4.9% | -14.8% | -11.3% |
| 30D | -22.0% | +20.9% | -42.9% | -26.6% |
| 3M | -30.0% | +8.0% | -38.0% | -32.2% |
| 6M | -30.7% | -5.3% | -25.4% | -30.7% |
| YTD | -14.7% | +5.9% | -20.6% | -18.5% |
| 1Y | -16.8% | +14.2% | -31.0% | -22.6% |
| 3Y | +244.4% | -37.0% | +281.4% | +279.7% |
| 5Y | +474.0% | -29.7% | +503.7% | +505.8% |
| 10Y | +2,122.6% | +5.2% | +2,117.4% | +1,873.1% |
| All | +25,809.4% | +1,107.2% | +24,702.2% | +10,697.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling