+2,009.5%
QQQ vs AVGO
+31,725.9%
-29,716.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -0.6% | -13.8% | +13.2% | +4.6% |
| 3M | +0.4% | -6.9% | +7.4% | +2.5% |
| 6M | +20.1% | +11.9% | +8.1% | +13.4% |
| YTD | +17.2% | +6.9% | +10.3% | +12.2% |
| 1Y | +24.7% | +7.4% | +17.3% | +17.5% |
| 3Y | +96.2% | +345.6% | -249.4% | 0.0% |
| 5Y | +94.4% | +718.9% | -624.5% | -22.2% |
| 10Y | +556.7% | +2,755.4% | -2,198.7% | +69.2% |
| All | +2,009.5% | +31,725.9% | -29,716.4% | +149.5% |
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