+2,770.9%
AVGO vs SU
+267.2%
+2,503.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +1.1% | +2.2% | -1.1% | +0.5% |
| 30D | -13.0% | +8.4% | -21.4% | -15.0% |
| 3M | -6.0% | +12.1% | -18.1% | -9.4% |
| 6M | +6.4% | +19.7% | -13.3% | +0.1% |
| YTD | +5.0% | +58.4% | -53.4% | -9.0% |
| 1Y | +1.4% | +67.2% | -65.8% | -13.6% |
| 3Y | +336.8% | +125.0% | +211.8% | +237.3% |
| 5Y | +698.2% | +355.1% | +343.1% | +382.9% |
| All | +2,770.9% | +267.2% | +2,503.7% | +1,707.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling