+31,416.6%
AVGO vs T
+341.6%
+31,075.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.7% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | -14.4% | +11.4% | -25.8% | -17.0% |
| 3M | -14.4% | +14.3% | -28.7% | -18.0% |
| 6M | +13.1% | -9.3% | +22.4% | +15.5% |
| YTD | +3.8% | +7.1% | -3.3% | +0.4% |
| 1Y | +17.8% | -9.1% | +26.9% | +19.5% |
| 3Y | +325.3% | +105.3% | +219.9% | +201.9% |
| 5Y | +689.9% | +66.8% | +623.1% | +496.4% |
| 10Y | +2,597.0% | +66.8% | +2,530.2% | +1,872.8% |
| All | +31,416.6% | +341.6% | +31,075.0% | +10,983.4% |
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