+1,527.5%
META vs AVGO
+16,458.1%
-14,930.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | -1.6% | -14.4% | +12.8% | +3.2% |
| 6M | -7.5% | +13.1% | -20.6% | -14.4% |
| YTD | -6.4% | +3.8% | -10.2% | -10.8% |
| 1Y | -17.3% | +17.8% | -35.1% | -26.7% |
| 3Y | +109.9% | +325.3% | -215.3% | -2.5% |
| 5Y | +65.4% | +689.9% | -624.6% | -41.2% |
| 10Y | +391.8% | +2,597.0% | -2,205.2% | +9.7% |
| All | +1,527.5% | +16,458.1% | -14,930.7% | +116.9% |
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 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