+1,497.9%
META vs AVGO
+13,412.1%
-11,914.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.4% | +6.5% | 0.0% |
| 7D | -3.1% | -15.5% | +12.4% | +3.1% |
| 30D | -18.1% | -22.4% | +4.3% | -10.1% |
| 3M | +2.9% | -30.2% | +33.0% | +17.0% |
| 6M | +0.2% | -31.6% | +31.7% | +12.7% |
| YTD | -8.1% | -15.3% | +7.2% | -5.9% |
| 1Y | -4.5% | -18.2% | +13.7% | -1.9% |
| 3Y | +94.2% | +241.2% | -147.0% | -2.4% |
| 5Y | +79.1% | +469.8% | -390.7% | -28.2% |
| 10Y | +405.9% | +2,106.2% | -1,700.3% | +21.3% |
| All | +1,497.9% | +13,412.1% | -11,914.2% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling