+2,300.3%
AVGO vs BA
+31.3%
+2,269.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.0% |
| 7D | -0.9% | -1.7% | +0.9% | -0.2% |
| 30D | -11.6% | -9.5% | -2.2% | -9.0% |
| 3M | -25.2% | -26.5% | +1.3% | -17.5% |
| 6M | -25.4% | -27.4% | +1.9% | -18.0% |
| YTD | -7.2% | -20.6% | +13.4% | -1.5% |
| 1Y | -7.9% | -11.4% | +3.5% | -6.4% |
| 3Y | +262.1% | -10.8% | +272.9% | +258.5% |
| 5Y | +525.7% | -21.9% | +547.6% | +526.0% |
| 10Y | +2,300.3% | +28.1% | +2,272.2% | +1,743.9% |
| All | +2,300.3% | +31.3% | +2,269.0% | +1,743.9% |
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