+2,475.6%
AVGO vs BA
+27.6%
+2,448.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.7% |
| 7D | 0.0% | 0.0% | -0.1% | 0.0% |
| 30D | -8.2% | -8.9% | +0.7% | -5.6% |
| 3M | -21.3% | -25.5% | +4.3% | -13.6% |
| 6M | -22.5% | -27.0% | +4.4% | -15.0% |
| YTD | -3.6% | -20.1% | +16.6% | +2.1% |
| 1Y | -6.7% | -11.0% | +4.3% | -5.3% |
| 3Y | +258.1% | -11.8% | +270.0% | +255.9% |
| 5Y | +560.9% | -20.6% | +581.5% | +557.6% |
| 10Y | +2,475.6% | +26.6% | +2,449.0% | +1,737.0% |
| All | +2,475.6% | +27.6% | +2,448.0% | +1,737.0% |
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