+558.6%
QQQ vs AVGO
+2,867.5%
-2,308.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -0.6% | +1.1% | -1.7% | -1.0% |
| 30D | -1.2% | -13.0% | +11.8% | +4.2% |
| 3M | -0.2% | -6.0% | +5.8% | +1.6% |
| 6M | +17.9% | +6.4% | +11.5% | +12.8% |
| YTD | +16.6% | +5.0% | +11.7% | +11.7% |
| 1Y | +23.0% | +1.4% | +21.6% | +17.8% |
| 3Y | +92.9% | +336.8% | -243.9% | -14.2% |
| 5Y | +95.6% | +698.2% | -602.6% | -36.5% |
| All | +558.6% | +2,867.5% | -2,308.9% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling