+2,300.3%
AVGO vs BAC
+257.8%
+2,042.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.3% | +6.5% | +7.7% |
| 7D | -0.9% | +2.0% | -2.8% | -1.6% |
| 30D | -11.6% | -6.9% | -4.7% | -8.6% |
| 3M | -25.2% | -19.6% | -5.6% | -17.5% |
| 6M | -25.4% | -0.5% | -25.0% | -25.8% |
| YTD | -7.2% | -6.6% | -0.6% | -5.1% |
| 1Y | -7.9% | -3.0% | -4.9% | -7.5% |
| 3Y | +262.1% | +97.3% | +164.8% | +156.3% |
| 5Y | +525.7% | +21.9% | +503.8% | +444.5% |
| 10Y | +2,300.3% | +251.7% | +2,048.7% | +1,506.8% |
| All | +2,300.3% | +257.8% | +2,042.5% | +1,506.8% |
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