+755.6%
GOOGL vs AVGO
+2,867.5%
-2,111.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -1.4% | -13.0% | +11.6% | +3.2% |
| 3M | -5.3% | -6.0% | +0.6% | -4.0% |
| 6M | +9.8% | +6.4% | +3.4% | +4.7% |
| YTD | +8.4% | +5.0% | +3.4% | +3.3% |
| 1Y | +41.2% | +1.4% | +39.8% | +35.0% |
| 3Y | +149.6% | +336.8% | -187.2% | +17.1% |
| 5Y | +142.6% | +698.2% | -555.6% | -15.7% |
| All | +755.6% | +2,867.5% | -2,111.9% | +74.1% |
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