+433.3%
META vs AVGO
+2,587.8%
-2,154.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -3.6% |
| 7D | -0.2% | +6.1% | -6.3% | -2.9% |
| 30D | -15.4% | -2.7% | -12.7% | -14.8% |
| 3M | +5.0% | -16.9% | +21.9% | +12.1% |
| 6M | +5.2% | -19.1% | +24.3% | +11.3% |
| YTD | -4.5% | +0.3% | -4.8% | -9.1% |
| 1Y | +0.6% | -1.2% | +1.8% | -4.7% |
| 3Y | +93.1% | +272.4% | -179.3% | -15.9% |
| 5Y | +93.7% | +579.0% | -485.3% | -39.3% |
| 10Y | +433.3% | +2,584.7% | -2,151.4% | -12.6% |
| All | +433.3% | +2,587.8% | -2,154.4% | -12.6% |
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