+2,798.6%
AVGO vs BAC
+225.3%
+2,573.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.9% | +5.7% |
| 7D | +25.0% | +1.5% | +23.5% | +24.2% |
| 30D | +2.0% | -6.4% | +8.4% | +5.3% |
| 3M | -12.3% | -21.7% | +9.4% | -1.9% |
| 6M | -12.8% | +0.5% | -13.3% | -13.6% |
| YTD | +5.9% | -6.7% | +12.5% | +8.3% |
| 1Y | +3.3% | -4.7% | +8.0% | +4.6% |
| 3Y | +293.1% | +96.1% | +197.0% | +177.6% |
| 5Y | +606.7% | +21.7% | +585.0% | +514.3% |
| All | +2,798.6% | +225.3% | +2,573.3% | +1,631.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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