+780.7%
GOOG vs AVGO
+2,867.5%
-2,086.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -2.0% | -13.0% | +11.0% | +2.6% |
| 3M | -5.9% | -6.0% | +0.1% | -4.5% |
| 6M | +8.9% | +6.4% | +2.5% | +3.9% |
| YTD | +7.1% | +5.0% | +2.1% | +2.1% |
| 1Y | +39.7% | +1.4% | +38.3% | +33.6% |
| 3Y | +145.8% | +336.8% | -191.0% | +16.3% |
| 5Y | +138.6% | +698.2% | -559.6% | -16.1% |
| All | +780.7% | +2,867.5% | -2,086.8% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVGO.
Daily Out/Under-Performance
Portfolio return minus AVGO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVGO 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 AVGO 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