+335.4%
AVGO vs BKR
+69.4%
+266.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | +1.5% |
| 7D | +1.0% | -6.7% | +7.7% | +3.5% |
| 30D | -13.3% | -8.3% | -4.9% | -10.6% |
| 3M | -2.9% | -5.4% | +2.5% | -1.4% |
| 6M | +5.7% | +0.8% | +4.9% | +4.1% |
| YTD | +4.6% | +31.8% | -27.2% | -8.6% |
| 1Y | -1.6% | +28.6% | -30.2% | -13.6% |
| All | +335.4% | +69.4% | +266.0% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling