+88.5%
AVGO vs BIYA
-99.8%
+188.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -3.0% | +1.3% | -4.3% | -3.0% |
| 30D | -14.4% | -21.0% | +6.5% | -14.4% |
| 3M | -14.4% | -74.3% | +59.9% | -14.7% |
| 6M | +13.1% | -84.6% | +97.8% | +12.9% |
| YTD | +3.8% | -94.2% | +98.0% | +6.0% |
| 1Y | +17.8% | -98.2% | +116.0% | +23.7% |
| All | +88.5% | -99.8% | +188.3% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling