+2,856.4%
AVGO vs BAH
+186.6%
+2,669.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | -13.7% | -6.6% | -7.1% | -12.5% |
| 3M | -6.9% | -7.2% | +0.2% | -5.9% |
| 6M | +5.8% | -10.0% | +15.8% | +7.1% |
| YTD | +5.7% | -12.5% | +18.1% | +6.7% |
| 1Y | +9.0% | -27.9% | +36.9% | +15.6% |
| 3Y | +340.5% | -31.4% | +371.9% | +353.7% |
| 5Y | +711.1% | -3.2% | +714.3% | +629.1% |
| 10Y | +2,856.4% | +191.5% | +2,664.9% | +1,900.1% |
| All | +2,856.4% | +186.6% | +2,669.8% | +1,900.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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