+720.4%
AVGO vs VMC
+53.2%
+667.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.8% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | -13.8% | -9.1% | -4.7% | -9.6% |
| 3M | -6.9% | -4.1% | -2.8% | -6.4% |
| 6M | +11.9% | -5.5% | +17.5% | +13.1% |
| YTD | +6.9% | -8.9% | +15.8% | +8.8% |
| 1Y | +7.4% | -12.9% | +20.3% | +12.2% |
| 3Y | +345.6% | +22.1% | +323.4% | +274.0% |
| All | +720.4% | +53.2% | +667.1% | +499.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling