+404.3%
META vs AVGO
+2,094.3%
-1,690.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.8% | -9.9% | +9.1% | +3.4% |
| 30D | -15.4% | -22.0% | +6.6% | -6.7% |
| 3M | +3.5% | -30.0% | +33.6% | +18.7% |
| 6M | -0.3% | -30.7% | +30.5% | +12.5% |
| YTD | -7.3% | -14.7% | +7.3% | -5.5% |
| 1Y | -1.1% | -16.8% | +15.7% | +0.7% |
| 3Y | +95.1% | +244.4% | -149.4% | -13.2% |
| 5Y | +80.6% | +474.0% | -393.5% | -39.3% |
| All | +404.3% | +2,094.3% | -1,690.0% | -9.0% |
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