+278.5%
AVGO vs XYZ
+66.0%
+212.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.8% | -7.6% | -5.6% |
| 7D | +18.2% | -1.1% | +19.2% | +18.4% |
| 30D | +0.2% | +11.5% | -11.3% | -3.6% |
| 3M | -16.8% | +1.8% | -18.6% | -17.9% |
| 6M | -16.5% | +21.2% | -37.7% | -22.5% |
| YTD | +0.8% | +29.9% | -29.1% | -9.5% |
| 1Y | +2.8% | +35.8% | -32.9% | -9.2% |
| 3Y | +278.5% | +62.6% | +216.0% | +230.6% |
| All | +278.5% | +66.0% | +212.5% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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