+474.0%
AVGO vs Z
-55.4%
+529.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.3% |
| 7D | -9.9% | -4.6% | -5.4% | -9.1% |
| 30D | -22.0% | +8.3% | -30.3% | -24.0% |
| 3M | -30.0% | -11.6% | -18.4% | -29.0% |
| 6M | -30.7% | -33.6% | +2.9% | -25.0% |
| YTD | -14.7% | -56.7% | +42.0% | +2.2% |
| 1Y | -16.8% | -59.1% | +42.3% | +1.1% |
| 3Y | +244.4% | -20.4% | +264.8% | +239.1% |
| All | +474.0% | -55.4% | +529.4% | +500.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling