+41.2%
GOOGL vs AVGO
-1.8%
+43.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -1.4% | -13.0% | +11.6% | +1.5% |
| 3M | -5.3% | -6.0% | +0.6% | -4.3% |
| 6M | +9.8% | +6.4% | +3.4% | +3.6% |
| YTD | +8.4% | +5.0% | +3.4% | +2.7% |
| 1Y | +41.2% | +1.4% | +39.8% | +31.7% |
| All | +41.2% | -1.8% | +43.0% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling