+336.8%
AVGO vs AUR
+84.2%
+252.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | -13.0% | -6.4% | -6.6% | -12.3% |
| 3M | -6.0% | +7.7% | -13.7% | -7.7% |
| 6M | +6.4% | +44.5% | -38.1% | -1.4% |
| YTD | +5.0% | +67.4% | -62.5% | -5.4% |
| 1Y | +1.4% | +15.4% | -14.0% | -3.5% |
| 3Y | +336.8% | +94.8% | +242.0% | +241.4% |
| All | +336.8% | +84.2% | +252.6% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling