+345.6%
AVGO vs BBWI
-44.4%
+390.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +3.4% |
| 7D | -0.3% | +1.6% | -1.9% | -0.6% |
| 30D | -13.8% | -6.2% | -7.6% | -13.2% |
| 3M | -6.9% | +4.3% | -11.3% | -8.4% |
| 6M | +11.9% | -7.2% | +19.1% | +11.7% |
| YTD | +6.9% | -3.0% | +9.9% | +5.0% |
| 1Y | +7.4% | -30.8% | +38.2% | +12.1% |
| 3Y | +345.6% | -43.4% | +389.0% | +374.9% |
| All | +345.6% | -44.4% | +390.0% | +374.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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