+244.4%
AVGO vs BAH
-26.3%
+270.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.2% | +0.8% |
| 7D | -9.9% | -3.5% | -6.4% | -9.9% |
| 30D | -22.0% | +24.3% | -46.3% | -22.5% |
| 3M | -30.0% | +16.3% | -46.4% | -30.4% |
| 6M | -30.7% | +13.6% | -44.3% | -30.9% |
| YTD | -14.7% | +3.5% | -18.2% | -14.6% |
| 1Y | -16.8% | +2.7% | -19.5% | -16.6% |
| 3Y | +244.4% | -26.6% | +271.0% | +257.5% |
| All | +244.4% | -26.3% | +270.7% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling