-0.8%
MSFT vs AVGO
+18.2%
-19.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | -3.0% | +0.3% | -2.3% |
| 30D | +2.7% | -14.4% | +17.1% | +4.7% |
| 3M | +17.0% | -14.4% | +31.4% | +19.0% |
| 6M | +23.8% | +13.1% | +10.7% | +20.0% |
| YTD | +4.0% | +3.8% | +0.2% | +1.6% |
| 1Y | -0.8% | +17.8% | -18.6% | -1.8% |
| All | -0.8% | +18.2% | -19.0% | -1.8% |
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