+20,240.6%
AVGO vs BAH
+886.2%
+19,354.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -3.0% | -3.2% | +0.3% | -2.1% |
| 30D | -14.4% | +2.0% | -16.4% | -15.0% |
| 3M | -14.4% | -7.6% | -6.8% | -13.2% |
| 6M | +13.1% | -5.7% | +18.8% | +13.1% |
| YTD | +3.8% | -11.7% | +15.5% | +4.6% |
| 1Y | +17.8% | -27.4% | +45.1% | +25.1% |
| 3Y | +325.3% | -32.5% | +357.8% | +344.4% |
| 5Y | +689.9% | -3.3% | +693.3% | +616.4% |
| 10Y | +2,597.0% | +186.0% | +2,411.0% | +1,538.2% |
| All | +20,240.6% | +886.2% | +19,354.4% | +7,871.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling