+132.5%
GOOGL vs AVGO
+712.1%
-579.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -1.9% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -7.5% | -13.7% | +6.3% | -3.4% |
| 3M | -9.2% | -6.9% | -2.2% | -7.8% |
| 6M | +8.1% | +5.8% | +2.3% | +3.7% |
| YTD | +5.8% | +5.7% | +0.2% | +1.1% |
| 1Y | +38.3% | +9.0% | +29.3% | +29.4% |
| 3Y | +144.8% | +340.5% | -195.8% | +12.2% |
| 5Y | +132.5% | +711.1% | -578.5% | -33.1% |
| All | +132.5% | +712.1% | -579.6% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling