+28,084.6%
AVGO vs T
+279.1%
+27,805.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.6% |
| 7D | -0.9% | +1.7% | -2.5% | -1.3% |
| 30D | -11.6% | -1.7% | -9.9% | -11.6% |
| 3M | -25.2% | -7.3% | -17.8% | -24.4% |
| 6M | -25.4% | -11.2% | -14.2% | -24.1% |
| YTD | -7.2% | -8.1% | +0.9% | -7.3% |
| 1Y | -7.9% | -8.0% | +0.1% | -8.2% |
| 3Y | +262.1% | +62.1% | +200.0% | +176.9% |
| 5Y | +525.7% | +55.7% | +470.0% | +366.9% |
| 10Y | +2,300.3% | +54.1% | +2,246.2% | +1,632.5% |
| All | +28,084.6% | +279.1% | +27,805.4% | +10,139.0% |
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