+2,770.9%
AVGO vs BBY
+252.7%
+2,518.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.7% |
| 7D | +1.1% | +0.6% | +0.6% | +0.9% |
| 30D | -13.0% | +9.4% | -22.4% | -16.0% |
| 3M | -6.0% | +19.3% | -25.3% | -12.2% |
| 6M | +6.4% | +47.9% | -41.5% | -8.6% |
| YTD | +5.0% | +39.6% | -34.6% | -8.7% |
| 1Y | +1.4% | +22.2% | -20.8% | -7.6% |
| 3Y | +336.8% | +45.0% | +291.8% | +258.9% |
| 5Y | +698.2% | +2.6% | +695.6% | +615.6% |
| All | +2,770.9% | +252.7% | +2,518.3% | +1,908.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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