+2,660.6%
AVGO vs BAH
+198.8%
+2,461.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +18.2% | +1.7% | +16.4% | +17.8% |
| 30D | +0.2% | +20.8% | -20.6% | -3.9% |
| 3M | -16.8% | +11.6% | -28.4% | -19.1% |
| 6M | -16.5% | +23.1% | -39.6% | -21.3% |
| YTD | +0.8% | +5.3% | -4.4% | -2.6% |
| 1Y | +2.8% | +6.1% | -3.3% | -1.1% |
| 3Y | +278.5% | -27.5% | +306.0% | +291.1% |
| 5Y | +573.1% | +6.2% | +566.9% | +497.0% |
| All | +2,660.6% | +198.8% | +2,461.8% | +1,633.3% |
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