-6.8%
AVGO vs XLY
+3.2%
-10.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -4.6% |
| 7D | -7.5% | +6.1% | -13.6% | -11.0% |
| 30D | -10.2% | +10.8% | -21.0% | -16.1% |
| 3M | -22.0% | +3.6% | -25.7% | -24.0% |
| 6M | -21.6% | +4.4% | -25.9% | -24.3% |
| YTD | -5.4% | +3.1% | -8.5% | -8.5% |
| 1Y | -6.8% | +3.6% | -10.4% | -10.6% |
| All | -6.8% | +3.2% | -10.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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