+2.8%
AVGO vs Z
-58.2%
+61.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.5% | -8.2% | -4.9% |
| 7D | +18.2% | +0.8% | +17.3% | +18.1% |
| 30D | +0.2% | +5.2% | -5.0% | +0.2% |
| 3M | -16.8% | -17.0% | +0.2% | -15.5% |
| 6M | -16.5% | -22.7% | +6.2% | -13.7% |
| YTD | +0.8% | -56.3% | +57.1% | +18.0% |
| 1Y | +2.8% | -57.7% | +60.5% | +23.1% |
| All | +2.8% | -58.2% | +61.0% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling