+3,664.5%
AVGO vs XYZ
+638.9%
+3,025.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.0% | -1.0% | -2.0% | -2.8% |
| 30D | -14.4% | -1.7% | -12.7% | -14.3% |
| 3M | -14.4% | +16.7% | -31.2% | -18.5% |
| 6M | +13.1% | +26.9% | -13.7% | +5.0% |
| YTD | +3.8% | +27.1% | -23.4% | -4.7% |
| 1Y | +17.8% | +9.3% | +8.5% | +12.2% |
| 3Y | +325.3% | +42.3% | +283.0% | +259.2% |
| 5Y | +689.9% | -69.3% | +759.2% | +817.0% |
| 10Y | +2,597.0% | +586.8% | +2,010.2% | +1,311.8% |
| All | +3,664.5% | +638.9% | +3,025.5% | +1,793.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling