+90.1%
AVGO vs BIYA
-99.8%
+189.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | +1.0% | -1.3% | +2.3% | +1.0% |
| 30D | -13.3% | -15.9% | +2.6% | -13.2% |
| 3M | -2.9% | -81.2% | +78.4% | -3.0% |
| 6M | +5.7% | -88.2% | +94.0% | +6.5% |
| YTD | +4.6% | -94.1% | +98.8% | +6.8% |
| 1Y | -1.6% | -98.7% | +97.0% | +4.3% |
| All | +90.1% | -99.8% | +189.9% | +106.0% |
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