+2,770.9%
AVGO vs BG
+166.7%
+2,604.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.8% |
| 7D | +1.1% | +3.1% | -2.0% | +0.3% |
| 30D | -13.0% | +10.2% | -23.2% | -15.4% |
| 3M | -6.0% | -1.7% | -4.3% | -5.9% |
| 6M | +6.4% | +1.0% | +5.4% | +5.3% |
| YTD | +5.0% | +39.9% | -34.9% | -5.6% |
| 1Y | +1.4% | +53.2% | -51.8% | -11.7% |
| 3Y | +336.8% | +16.3% | +320.5% | +302.6% |
| 5Y | +698.2% | +83.9% | +614.3% | +496.0% |
| All | +2,770.9% | +166.7% | +2,604.3% | +1,512.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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