+345.6%
AVGO vs BAX
-32.5%
+378.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.7% | +3.3% |
| 7D | -0.3% | -2.4% | +2.1% | -0.1% |
| 30D | -13.8% | -9.7% | -4.1% | -13.1% |
| 3M | -6.9% | +29.3% | -36.2% | -9.5% |
| 6M | +11.9% | +40.7% | -28.7% | +7.3% |
| YTD | +6.9% | +30.3% | -23.4% | +3.1% |
| 1Y | +7.4% | +3.4% | +4.0% | +6.6% |
| 3Y | +345.6% | -32.0% | +377.6% | +370.6% |
| All | +345.6% | -32.5% | +378.1% | +370.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling