+332.9%
AVGO vs V
+56.3%
+276.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -3.0% | -1.7% | -1.2% | -2.5% |
| 30D | -14.4% | +2.0% | -16.4% | -15.0% |
| 3M | -14.4% | +17.4% | -31.8% | -19.7% |
| 6M | +13.1% | +17.5% | -4.4% | +5.6% |
| YTD | +3.8% | +7.6% | -3.8% | +1.1% |
| 1Y | +17.8% | +7.7% | +10.1% | +14.1% |
| All | +332.9% | +56.3% | +276.6% | +218.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling