+2,761.7%
AVGO vs BLDR
+372.1%
+2,389.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | +0.1% |
| 7D | +1.0% | -8.1% | +9.1% | +3.3% |
| 30D | -13.3% | -21.5% | +8.2% | -7.7% |
| 3M | -2.9% | -21.0% | +18.1% | +2.2% |
| 6M | +5.7% | -37.1% | +42.8% | +17.6% |
| YTD | +4.6% | -42.7% | +47.3% | +18.5% |
| 1Y | -1.6% | -58.0% | +56.3% | +21.0% |
| 3Y | +336.2% | -57.8% | +394.1% | +409.7% |
| 5Y | +695.6% | +10.3% | +685.4% | +568.5% |
| All | +2,761.7% | +372.1% | +2,389.6% | +1,431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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