+697.3%
INTC vs AVGO
+30,805.4%
-30,108.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +7.1% | -3.0% | +10.0% | +8.4% |
| 30D | -5.2% | -14.4% | +9.2% | +1.5% |
| 3M | -14.3% | -14.4% | +0.1% | -7.3% |
| 6M | +110.2% | +13.1% | +97.1% | +101.2% |
| YTD | +159.6% | +3.8% | +155.8% | +156.9% |
| 1Y | +289.3% | +17.8% | +271.5% | +260.9% |
| 3Y | +166.1% | +325.3% | -159.2% | +30.3% |
| 5Y | +94.4% | +689.9% | -595.6% | -27.9% |
| 10Y | +227.7% | +2,597.0% | -2,369.3% | -24.1% |
| All | +697.3% | +30,805.4% | -30,108.1% | -24.1% |
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 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