+111.9%
INTC vs AVGO
+2,616.0%
-2,504.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.2% | 0.0% |
| 7D | +6.0% | +18.2% | -12.1% | -3.3% |
| 30D | -39.2% | +0.2% | -39.4% | -38.6% |
| 3M | -42.9% | -16.8% | -26.1% | -36.6% |
| 6M | -50.4% | -16.5% | -33.9% | -45.1% |
| YTD | +61.7% | +0.8% | +60.9% | +63.6% |
| 1Y | +66.1% | +2.8% | +63.3% | +65.2% |
| 3Y | +58.1% | +278.5% | -220.4% | -30.6% |
| 5Y | +27.9% | +573.1% | -545.2% | -60.9% |
| All | +111.9% | +2,616.0% | -2,504.1% | -67.6% |
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