+29,187.3%
AVGO vs STZ
+1,137.3%
+28,050.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | 0.0% | +5.3% | -5.4% | -1.5% |
| 30D | -8.2% | +19.6% | -27.8% | -13.2% |
| 3M | -21.3% | +10.0% | -31.2% | -24.1% |
| 6M | -22.5% | -0.3% | -22.3% | -23.6% |
| YTD | -3.6% | +8.6% | -12.1% | -8.5% |
| 1Y | -6.7% | +16.6% | -23.3% | -13.6% |
| 3Y | +258.1% | -34.8% | +292.9% | +291.0% |
| 5Y | +560.9% | -27.8% | +588.7% | +592.6% |
| 10Y | +2,475.6% | +12.5% | +2,463.1% | +2,144.2% |
| All | +29,187.3% | +1,137.3% | +28,050.0% | +12,026.7% |
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 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