+83.1%
AVGO vs BIYA
-99.9%
+183.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +18.2% | +9.0% | +9.1% | +18.1% |
| 30D | +0.2% | -12.9% | +13.2% | +0.3% |
| 3M | -16.8% | -54.7% | +37.9% | -16.6% |
| 6M | -16.5% | -85.1% | +68.6% | -16.8% |
| YTD | +0.8% | -96.9% | +97.7% | +3.1% |
| 1Y | +2.8% | -98.5% | +101.4% | +7.0% |
| All | +83.1% | -99.9% | +183.0% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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