+31,416.6%
AVGO vs BB
-90.4%
+31,507.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | -5.6% | +2.7% | -2.0% |
| 30D | -14.4% | -11.8% | -2.6% | -12.7% |
| 3M | -14.4% | -25.5% | +11.1% | -11.0% |
| 6M | +13.1% | +121.3% | -108.1% | -3.0% |
| YTD | +3.8% | +103.2% | -99.4% | -9.8% |
| 1Y | +17.8% | +102.6% | -84.9% | +1.9% |
| 3Y | +325.3% | +37.5% | +287.8% | +276.1% |
| 5Y | +689.9% | -30.4% | +720.4% | +649.1% |
| 10Y | +2,597.0% | 0.0% | +2,597.0% | +1,932.7% |
| All | +31,416.6% | -90.4% | +31,507.0% | +32,110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling