+143.8%
GOOGL vs AVGO
+334.8%
-191.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -7.5% | -13.7% | +6.3% | -4.6% |
| 3M | -9.2% | -6.9% | -2.2% | -8.1% |
| 6M | +8.1% | +5.8% | +2.3% | +4.9% |
| YTD | +5.8% | +5.7% | +0.2% | +2.4% |
| 1Y | +38.3% | +9.0% | +29.3% | +32.1% |
| All | +143.8% | +334.8% | -191.0% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling