+825.0%
AVGO vs AUR
-35.0%
+860.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -0.8% | +11.1% | -11.9% | -2.3% |
| 30D | -13.7% | -6.9% | -6.9% | -13.1% |
| 3M | -6.9% | +5.5% | -12.5% | -8.1% |
| 6M | +5.8% | +41.0% | -35.2% | -0.4% |
| YTD | +5.7% | +69.3% | -63.6% | -3.3% |
| 1Y | +9.0% | +14.0% | -5.0% | +4.8% |
| 3Y | +340.5% | +90.1% | +250.5% | +269.4% |
| 5Y | +711.1% | -34.4% | +745.5% | +578.6% |
| All | +825.0% | -35.0% | +860.0% | +674.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling