+4.9%
MSFT vs AVGO
-0.6%
+5.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +4.9% | +0.9% |
| 7D | -1.3% | +18.2% | -19.4% | -3.9% |
| 30D | -1.8% | +0.2% | -2.1% | -2.2% |
| 3M | +5.6% | -16.8% | +22.4% | +7.9% |
| 6M | +29.8% | -16.5% | +46.3% | +31.3% |
| YTD | +9.0% | +0.8% | +8.2% | +5.3% |
| 1Y | +4.9% | +2.8% | +2.1% | +1.0% |
| All | +4.9% | -0.6% | +5.5% | +1.0% |
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