+943.7%
SPY vs AVGO
+30,805.4%
-29,861.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.1% | -3.0% | +3.1% | +0.9% |
| 30D | +0.1% | -14.4% | +14.5% | +4.3% |
| 3M | +2.0% | -14.4% | +16.4% | +5.8% |
| 6M | +13.0% | +13.1% | -0.1% | +7.4% |
| YTD | +13.5% | +3.8% | +9.8% | +10.2% |
| 1Y | +20.0% | +17.8% | +2.2% | +10.8% |
| 3Y | +77.2% | +325.3% | -248.1% | +4.0% |
| 5Y | +81.9% | +689.9% | -608.0% | -13.4% |
| 10Y | +314.1% | +2,597.0% | -2,282.9% | +35.7% |
| All | +943.7% | +30,805.4% | -29,861.7% | +69.8% |
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