+9.0%
AVGO vs BIYA
-98.4%
+107.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.8% | +2.7% | -3.5% | -0.8% |
| 30D | -13.7% | -16.7% | +2.9% | -13.8% |
| 3M | -6.9% | -74.6% | +67.7% | -7.5% |
| 6M | +5.8% | -85.4% | +91.2% | +6.4% |
| YTD | +5.7% | -94.2% | +99.9% | +8.7% |
| 1Y | +9.0% | -98.6% | +107.6% | +27.8% |
| All | +9.0% | -98.4% | +107.4% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling