+1,888.9%
AVGO vs BE
+1,340.0%
+548.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.7% |
| 7D | -0.8% | +23.9% | -24.7% | -4.2% |
| 30D | -13.7% | +27.8% | -41.6% | -17.3% |
| 3M | -6.9% | +3.7% | -10.7% | -9.4% |
| 6M | +5.8% | +78.0% | -72.2% | -6.8% |
| YTD | +5.7% | +209.9% | -204.2% | -15.8% |
| 1Y | +9.0% | +389.6% | -380.6% | -20.6% |
| 3Y | +340.5% | +1,730.6% | -1,390.1% | +147.0% |
| 5Y | +711.1% | +1,227.8% | -516.8% | +351.6% |
| All | +1,888.9% | +1,340.0% | +548.9% | +748.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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