+72.9%
SPY vs AVGO
+556.2%
-483.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.3% |
| 7D | -0.6% | 0.0% | -0.5% | -0.7% |
| 30D | -3.7% | -8.2% | +4.5% | -1.9% |
| 3M | -2.7% | -21.3% | +18.5% | +2.6% |
| 6M | +2.2% | -22.5% | +24.7% | +7.2% |
| YTD | +10.8% | -3.6% | +14.4% | +9.2% |
| 1Y | +11.2% | -6.7% | +17.9% | +9.9% |
| 3Y | +76.5% | +258.1% | -181.7% | +3.9% |
| All | +72.9% | +556.2% | -483.3% | -25.5% |
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 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