+692.8%
GOOGL vs AVGO
+2,616.0%
-1,923.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | +0.7% |
| 7D | +3.9% | +18.2% | -14.3% | -2.2% |
| 30D | -14.9% | +0.2% | -15.1% | -15.4% |
| 3M | -14.6% | -16.8% | +2.2% | -9.8% |
| 6M | -26.4% | -16.5% | -10.0% | -23.8% |
| YTD | -5.3% | +0.8% | -6.1% | -9.1% |
| 1Y | +6.5% | +2.8% | +3.6% | +0.8% |
| 3Y | +126.0% | +278.5% | -152.5% | +12.1% |
| 5Y | +100.8% | +573.1% | -472.2% | -25.8% |
| All | +692.8% | +2,616.0% | -1,923.2% | +62.3% |
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