+62.8%
META vs AVGO
+690.1%
-627.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +6.7% | -3.0% | +9.7% | +7.9% |
| 30D | +4.8% | -14.4% | +19.2% | +11.0% |
| 3M | -1.6% | -14.4% | +12.8% | +3.3% |
| 6M | -7.5% | +13.1% | -20.6% | -15.0% |
| YTD | -6.4% | +3.8% | -10.2% | -11.2% |
| 1Y | -17.3% | +17.8% | -35.1% | -27.6% |
| 3Y | +109.9% | +325.3% | -215.3% | -24.5% |
| All | +62.8% | +690.1% | -627.3% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling