+319.7%
SPY vs AVGO
+2,757.8%
-2,438.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -1.4% | -13.7% | +12.4% | +2.8% |
| 3M | +3.7% | -6.9% | +10.6% | +5.2% |
| 6M | +13.0% | +5.8% | +7.2% | +9.1% |
| YTD | +12.4% | +5.7% | +6.7% | +8.1% |
| 1Y | +18.5% | +9.0% | +9.5% | +11.4% |
| 3Y | +77.6% | +340.5% | -262.9% | -5.9% |
| 5Y | +81.7% | +711.1% | -629.4% | -26.1% |
| 10Y | +319.7% | +2,856.4% | -2,536.8% | +12.5% |
| All | +319.7% | +2,757.8% | -2,438.1% | +12.5% |
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 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