+7.4%
AVGO vs V
+8.5%
-1.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +2.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.6% |
| 30D | -13.8% | +1.9% | -15.7% | -13.3% |
| 3M | -6.9% | +15.5% | -22.5% | -3.6% |
| 6M | +11.9% | +16.6% | -4.7% | +15.3% |
| YTD | +6.9% | +5.7% | +1.1% | +7.1% |
| 1Y | +7.4% | +8.6% | -1.1% | +8.2% |
| All | +7.4% | +8.5% | -1.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 1y: compounded portfolio wealth divided by compounded V 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…
1y analysis · Full analysis span regression · 6 months rolling