+1.9%
META vs AVGO
-6.6%
+8.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.7% |
| 7D | +3.3% | 0.0% | +3.3% | +3.0% |
| 30D | -10.8% | -8.2% | -2.6% | -9.9% |
| 3M | +7.9% | -21.3% | +29.2% | +11.4% |
| 6M | +5.4% | -22.5% | +27.9% | +8.3% |
| YTD | -2.6% | -3.6% | +1.0% | -6.6% |
| 1Y | +1.9% | -6.7% | +8.5% | -2.6% |
| All | +1.9% | -6.6% | +8.4% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling