+64.6%
MSFT vs AVGO
+473.8%
-409.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +1.7% | -9.9% | +11.6% | +4.5% |
| 30D | +0.2% | -22.0% | +22.2% | +7.0% |
| 3M | +6.4% | -30.0% | +36.4% | +16.8% |
| 6M | +28.7% | -30.7% | +59.4% | +40.0% |
| YTD | +10.4% | -14.7% | +25.1% | +12.0% |
| 1Y | +7.6% | -16.8% | +24.4% | +9.2% |
| 3Y | +52.3% | +244.4% | -192.1% | -23.8% |
| All | +64.6% | +473.8% | -409.2% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling