+695.6%
AVGO vs TROW
-38.9%
+734.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.0% | -3.0% | +4.0% | +2.8% |
| 30D | -13.3% | -5.5% | -7.8% | -10.6% |
| 3M | -2.9% | +2.3% | -5.1% | -5.0% |
| 6M | +5.7% | +23.9% | -18.2% | -8.0% |
| YTD | +4.6% | +7.9% | -3.3% | -1.8% |
| 1Y | -1.6% | +6.1% | -7.8% | -7.0% |
| 3Y | +336.2% | +13.8% | +322.4% | +287.8% |
| 5Y | +695.6% | -38.2% | +733.8% | +865.9% |
| All | +695.6% | -38.9% | +734.5% | +865.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 5y: compounded portfolio wealth divided by compounded TROW 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…
5y analysis · Full analysis span regression · 6 months rolling