+244.4%
AVGO vs BA
-11.5%
+255.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -9.9% | +1.1% | -11.0% | -10.2% |
| 30D | -22.0% | -7.9% | -14.1% | -20.0% |
| 3M | -30.0% | -25.3% | -4.7% | -22.6% |
| 6M | -30.7% | -24.6% | -6.1% | -24.3% |
| YTD | -14.7% | -20.1% | +5.5% | -9.6% |
| 1Y | -16.8% | -11.8% | -5.0% | -15.9% |
| 3Y | +244.4% | -10.1% | +254.6% | +223.2% |
| All | +244.4% | -11.5% | +255.9% | +223.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling