+718.9%
AVGO vs Z
-67.0%
+785.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.4% | +9.4% | +4.4% |
| 7D | -0.3% | -3.3% | +3.0% | +0.3% |
| 30D | -13.8% | -3.7% | -10.1% | -13.5% |
| 3M | -6.9% | -7.0% | +0.1% | -6.4% |
| 6M | +11.9% | -29.5% | +41.4% | +19.5% |
| YTD | +6.9% | -52.6% | +59.4% | +24.6% |
| 1Y | +7.4% | -64.0% | +71.4% | +33.3% |
| 3Y | +345.6% | -36.4% | +382.0% | +368.9% |
| 5Y | +718.9% | -65.8% | +784.6% | +726.8% |
| All | +718.9% | -67.0% | +785.9% | +726.8% |
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