+2,856.4%
AVGO vs Z
-5.7%
+2,862.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | -0.8% | -7.1% | +6.3% | +0.8% |
| 30D | -13.7% | -4.8% | -9.0% | -13.2% |
| 3M | -6.9% | -9.3% | +2.4% | -5.8% |
| 6M | +5.8% | -29.0% | +34.7% | +12.9% |
| YTD | +5.7% | -52.9% | +58.6% | +23.7% |
| 1Y | +9.0% | -63.1% | +72.2% | +34.7% |
| 3Y | +340.5% | -36.9% | +377.4% | +362.5% |
| 5Y | +711.1% | -65.5% | +776.6% | +812.6% |
| 10Y | +2,856.4% | -3.9% | +2,860.3% | +2,177.7% |
| All | +2,856.4% | -5.7% | +2,862.1% | +2,177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling