-19.1%
AVGO vs BAH
+14.4%
-33.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +3.8% |
| 7D | +6.1% | -1.6% | +7.7% | +5.6% |
| 30D | -2.7% | +18.0% | -20.7% | +1.5% |
| 3M | -16.9% | +11.4% | -28.3% | -13.8% |
| 6M | -19.1% | +17.7% | -36.8% | -14.5% |
| All | -19.1% | +14.4% | -33.6% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling