+345.6%
AVGO vs VMC
+22.8%
+322.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.7% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | -13.8% | -9.1% | -4.7% | -10.1% |
| 3M | -6.9% | -4.1% | -2.8% | -6.8% |
| 6M | +11.9% | -5.5% | +17.5% | +12.6% |
| YTD | +6.9% | -8.9% | +15.8% | +7.8% |
| 1Y | +7.4% | -12.9% | +20.3% | +11.3% |
| 3Y | +345.6% | +22.1% | +323.4% | +271.9% |
| All | +345.6% | +22.8% | +322.8% | +271.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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