+2,660.6%
AVGO vs BB
+21.8%
+2,638.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.3% | -4.3% |
| 7D | +18.2% | +1.8% | +16.3% | +17.8% |
| 30D | +0.2% | +8.1% | -7.9% | -1.4% |
| 3M | -16.8% | -1.0% | -15.8% | -17.1% |
| 6M | -16.5% | +45.9% | -62.4% | -23.6% |
| YTD | +0.8% | +134.8% | -134.0% | -16.2% |
| 1Y | +2.8% | +104.6% | -101.8% | -12.6% |
| 3Y | +278.5% | +152.8% | +125.7% | +198.5% |
| 5Y | +573.1% | -17.4% | +590.5% | +509.9% |
| All | +2,660.6% | +21.8% | +2,638.9% | +1,823.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling