+1.4%
AVGO vs BBY
+24.8%
-23.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | 0.0% |
| 7D | +1.1% | +0.6% | +0.6% | +1.1% |
| 30D | -13.0% | +9.4% | -22.4% | -14.2% |
| 3M | -6.0% | +19.3% | -25.3% | -9.0% |
| 6M | +6.4% | +47.9% | -41.5% | -2.3% |
| YTD | +5.0% | +39.6% | -34.6% | -3.3% |
| 1Y | +1.4% | +22.2% | -20.8% | -2.0% |
| All | +1.4% | +24.8% | -23.4% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling