+2,755.4%
AVGO vs T
+65.0%
+2,690.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | -0.3% | -1.5% | +1.2% | -0.1% |
| 30D | -13.8% | +7.6% | -21.4% | -14.9% |
| 3M | -6.9% | +15.3% | -22.2% | -9.4% |
| 6M | +11.9% | -8.5% | +20.4% | +13.4% |
| YTD | +6.9% | +6.8% | +0.1% | +4.8% |
| 1Y | +7.4% | -7.2% | +14.7% | +8.3% |
| 3Y | +345.6% | +108.2% | +237.3% | +242.4% |
| 5Y | +718.9% | +66.1% | +652.8% | +569.9% |
| 10Y | +2,755.4% | +65.3% | +2,690.0% | +2,238.7% |
| All | +2,755.4% | +65.0% | +2,690.4% | +2,238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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