+243.2%
INTC vs AVGO
+2,858.0%
-2,614.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.1% |
| 7D | +9.4% | +1.0% | +8.4% | +9.0% |
| 30D | +2.7% | -13.3% | +15.9% | +10.5% |
| 3M | -6.3% | -2.9% | -3.4% | -3.8% |
| 6M | +114.5% | +5.7% | +108.7% | +110.3% |
| YTD | +171.9% | +4.6% | +167.2% | +167.0% |
| 1Y | +305.0% | -1.6% | +306.7% | +306.0% |
| 3Y | +168.3% | +336.2% | -167.9% | +7.5% |
| 5Y | +102.3% | +695.6% | -593.3% | -44.1% |
| All | +243.2% | +2,858.0% | -2,614.8% | -49.5% |
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