+2,918.3%
GOOG vs AVGO
+31,725.9%
-28,807.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.9% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -5.1% | -13.8% | +8.8% | -0.8% |
| 3M | -7.1% | -6.9% | -0.2% | -5.6% |
| 6M | +12.7% | +11.9% | +0.7% | +6.6% |
| YTD | +7.1% | +6.9% | +0.2% | +2.3% |
| 1Y | +43.6% | +7.4% | +36.2% | +35.6% |
| 3Y | +146.8% | +345.6% | -198.8% | +34.7% |
| 5Y | +133.7% | +718.9% | -585.2% | +2.7% |
| 10Y | +773.3% | +2,755.4% | -1,982.0% | +160.6% |
| All | +2,918.3% | +31,725.9% | -28,807.6% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling