+31,416.6%
AVGO vs BAC
+376.9%
+31,039.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | +1.1% | -4.0% | -3.4% |
| 30D | -14.4% | -0.4% | -14.0% | -14.4% |
| 3M | -14.4% | +16.9% | -31.3% | -20.2% |
| 6M | +13.1% | +26.6% | -13.5% | +1.6% |
| YTD | +3.8% | +15.8% | -12.0% | -3.3% |
| 1Y | +17.8% | +27.2% | -9.4% | +5.0% |
| 3Y | +325.3% | +132.4% | +192.9% | +188.1% |
| 5Y | +689.9% | +72.6% | +617.4% | +498.3% |
| 10Y | +2,597.0% | +389.7% | +2,207.3% | +1,152.7% |
| All | +31,416.6% | +376.9% | +31,039.8% | +13,145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling