+2.8%
AVGO vs XLB
+20.6%
-17.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | +18.2% | +0.5% | +17.6% | +17.9% |
| 30D | +0.2% | +5.2% | -4.9% | -1.3% |
| 3M | -16.8% | +0.3% | -17.1% | -16.9% |
| 6M | -16.5% | +1.2% | -17.6% | -17.1% |
| YTD | +0.8% | +16.6% | -15.8% | -3.7% |
| 1Y | +2.8% | +21.4% | -18.6% | -2.3% |
| All | +2.8% | +20.6% | -17.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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