+379.6%
META vs AVGO
+2,589.1%
-2,209.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +6.7% | -3.0% | +9.7% | +8.0% |
| 30D | +4.8% | -14.4% | +19.2% | +11.4% |
| 3M | -1.6% | -14.4% | +12.8% | +3.6% |
| 6M | -7.5% | +13.1% | -20.6% | -15.1% |
| YTD | -6.4% | +3.8% | -10.2% | -11.3% |
| 1Y | -17.3% | +17.8% | -35.1% | -27.7% |
| 3Y | +109.9% | +325.3% | -215.3% | -13.6% |
| 5Y | +65.4% | +689.9% | -624.6% | -50.9% |
| All | +379.6% | +2,589.1% | -2,209.5% | -18.9% |
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