+2,797.1%
MSFT vs AVGO
+30,805.4%
-28,008.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | -3.0% | +0.3% | -1.8% |
| 30D | +2.7% | -14.4% | +17.1% | +7.6% |
| 3M | +17.0% | -14.4% | +31.4% | +21.7% |
| 6M | +23.8% | +13.1% | +10.7% | +16.3% |
| YTD | +4.0% | +3.8% | +0.2% | +0.2% |
| 1Y | -0.8% | +17.8% | -18.6% | -10.0% |
| 3Y | +55.6% | +325.3% | -269.7% | -17.5% |
| 5Y | +72.9% | +689.9% | -617.0% | -27.6% |
| 10Y | +875.8% | +2,597.0% | -1,721.2% | +175.4% |
| All | +2,797.1% | +30,805.4% | -28,008.3% | +337.9% |
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