+31,416.6%
AVGO vs STZ
+981.4%
+30,435.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.0% | -1.9% | -1.0% | -2.4% |
| 30D | -14.4% | -1.9% | -12.6% | -14.2% |
| 3M | -14.4% | -6.2% | -8.2% | -13.4% |
| 6M | +13.1% | -14.0% | +27.1% | +16.9% |
| YTD | +3.8% | -5.1% | +8.9% | +3.1% |
| 1Y | +17.8% | -9.6% | +27.3% | +18.4% |
| 3Y | +325.3% | -47.2% | +372.5% | +398.8% |
| 5Y | +689.9% | -33.6% | +723.5% | +751.1% |
| 10Y | +2,597.0% | -9.8% | +2,606.8% | +2,422.8% |
| All | +31,416.6% | +981.4% | +30,435.3% | +13,564.5% |
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