+332.9%
AVGO vs BAH
-32.4%
+365.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -3.0% | -3.2% | +0.3% | -2.8% |
| 30D | -14.4% | +2.0% | -16.4% | -14.6% |
| 3M | -14.4% | -7.6% | -6.8% | -13.7% |
| 6M | +13.1% | -5.7% | +18.8% | +13.5% |
| YTD | +3.8% | -11.7% | +15.5% | +4.4% |
| 1Y | +17.8% | -27.4% | +45.1% | +21.8% |
| All | +332.9% | -32.4% | +365.3% | +338.8% |
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