+2,584.7%
AVGO vs BA
+28.0%
+2,556.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +6.1% | -1.4% | +7.5% | +6.7% |
| 30D | -2.7% | -7.9% | +5.2% | -0.4% |
| 3M | -16.9% | -25.2% | +8.3% | -8.9% |
| 6M | -19.1% | -26.7% | +7.6% | -11.3% |
| YTD | +0.3% | -19.6% | +19.9% | +6.0% |
| 1Y | -1.2% | -10.6% | +9.4% | +0.2% |
| 3Y | +272.4% | -11.2% | +283.7% | +269.3% |
| 5Y | +579.0% | -20.4% | +599.5% | +575.1% |
| 10Y | +2,584.7% | +26.8% | +2,558.0% | +1,810.5% |
| All | +2,584.7% | +28.0% | +2,556.8% | +1,810.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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