-6.8%
AVGO vs BAX
+46.0%
-52.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.0% |
| 7D | -7.5% | +4.1% | -11.6% | -7.5% |
| 30D | -10.2% | +9.4% | -19.6% | -10.2% |
| 3M | -22.0% | -6.5% | -15.5% | -22.1% |
| 6M | -21.6% | +59.6% | -81.2% | -22.8% |
| YTD | -5.4% | +38.9% | -44.3% | -1.2% |
| 1Y | -6.8% | +48.0% | -54.8% | +0.7% |
| All | -6.8% | +46.0% | -52.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling