+462.9%
META vs AVGO
+2,616.0%
-2,153.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.8% | +7.7% | +4.8% |
| 7D | +5.2% | +18.2% | -13.0% | -2.2% |
| 30D | -13.0% | +0.2% | -13.2% | -13.7% |
| 3M | +7.9% | -16.8% | +24.7% | +14.9% |
| 6M | +4.2% | -16.5% | +20.7% | +8.5% |
| YTD | -2.5% | +0.8% | -3.4% | -7.6% |
| 1Y | +5.6% | +2.8% | +2.7% | -1.9% |
| 3Y | +96.8% | +278.5% | -181.8% | -15.1% |
| 5Y | +90.0% | +573.1% | -483.0% | -40.3% |
| All | +462.9% | +2,616.0% | -2,153.1% | -7.1% |
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 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