+2,931.7%
GOOGL vs AVGO
+30,805.4%
-27,873.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.3% | -3.0% | +0.7% | -1.4% |
| 30D | -6.6% | -14.4% | +7.9% | -2.2% |
| 3M | -8.9% | -14.4% | +5.5% | -5.2% |
| 6M | +11.9% | +13.1% | -1.3% | +5.4% |
| YTD | +8.3% | +3.8% | +4.6% | +4.5% |
| 1Y | +46.2% | +17.8% | +28.4% | +33.8% |
| 3Y | +151.9% | +325.3% | -173.4% | +39.2% |
| 5Y | +137.7% | +689.9% | -552.2% | +5.3% |
| 10Y | +757.6% | +2,597.0% | -1,839.4% | +159.8% |
| All | +2,931.7% | +30,805.4% | -27,873.7% | +385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling