+436.0%
META vs AVGO
+2,389.9%
-1,953.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.6% |
| 7D | +3.3% | 0.0% | +3.3% | +3.0% |
| 30D | -10.8% | -8.2% | -2.6% | -8.0% |
| 3M | +7.9% | -21.3% | +29.2% | +17.8% |
| 6M | +5.4% | -22.5% | +27.9% | +13.6% |
| YTD | -2.6% | -3.6% | +1.0% | -5.7% |
| 1Y | +1.9% | -6.7% | +8.5% | -1.1% |
| 3Y | +97.0% | +258.1% | -161.2% | -12.8% |
| 5Y | +97.6% | +560.9% | -463.2% | -37.4% |
| 10Y | +436.0% | +2,475.6% | -2,039.6% | -10.8% |
| All | +436.0% | +2,389.9% | -1,953.9% | -10.8% |
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