+31,987.2%
AVGO vs TROW
+295.1%
+31,692.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | -0.8% | -1.5% | +0.7% | 0.0% |
| 30D | -13.7% | -5.3% | -8.4% | -11.1% |
| 3M | -6.9% | +2.9% | -9.9% | -9.3% |
| 6M | +5.8% | +22.2% | -16.4% | -6.8% |
| YTD | +5.7% | +8.1% | -2.4% | -0.7% |
| 1Y | +9.0% | +5.8% | +3.2% | +3.5% |
| 3Y | +340.5% | +14.0% | +326.5% | +296.0% |
| 5Y | +711.1% | -38.3% | +749.3% | +902.8% |
| 10Y | +2,856.4% | +131.7% | +2,724.7% | +1,513.2% |
| All | +31,987.2% | +295.1% | +31,692.2% | +13,071.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling