+25,809.4%
AVGO vs T
+276.2%
+25,533.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -9.9% | +1.0% | -11.0% | -10.2% |
| 30D | -22.0% | -10.6% | -11.4% | -20.2% |
| 3M | -30.0% | -7.7% | -22.3% | -29.2% |
| 6M | -30.7% | -13.3% | -17.4% | -29.0% |
| YTD | -14.7% | -8.8% | -5.9% | -14.6% |
| 1Y | -16.8% | -8.4% | -8.4% | -17.0% |
| 3Y | +244.4% | +59.6% | +184.8% | +164.7% |
| 5Y | +474.0% | +52.1% | +421.9% | +332.8% |
| 10Y | +2,122.6% | +56.9% | +2,065.7% | +1,480.8% |
| All | +25,809.4% | +276.2% | +25,533.2% | +9,329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling