+51.2%
MSFT vs AVGO
+346.9%
-295.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -1.7% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -1.0% | -13.8% | +12.8% | +1.7% |
| 3M | +20.2% | -6.9% | +27.1% | +21.3% |
| 6M | +21.3% | +11.9% | +9.3% | +16.9% |
| YTD | +2.8% | +6.9% | -4.1% | -0.1% |
| 1Y | 0.0% | +7.4% | -7.4% | -3.7% |
| 3Y | +51.2% | +345.6% | -294.3% | -2.2% |
| All | +51.2% | +346.9% | -295.7% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling