+2,664.2%
AVGO vs BA
+74.1%
+2,590.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -3.0% | +1.2% | -4.1% | -3.4% |
| 30D | -14.4% | -11.6% | -2.8% | -10.8% |
| 3M | -14.4% | -2.4% | -12.1% | -14.0% |
| 6M | +13.1% | -6.6% | +19.8% | +14.6% |
| YTD | +3.8% | -2.2% | +6.0% | +3.3% |
| 1Y | +17.8% | -8.0% | +25.8% | +19.1% |
| 3Y | +325.3% | -5.0% | +330.2% | +314.1% |
| 5Y | +689.9% | -2.7% | +692.6% | +637.0% |
| All | +2,664.2% | +74.1% | +2,590.1% | +1,720.4% |
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