-6.8%
AVGO vs BLK
+17.9%
-24.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -3.6% |
| 7D | -7.5% | +5.7% | -13.2% | -9.0% |
| 30D | -10.2% | +14.8% | -25.0% | -13.9% |
| 3M | -22.0% | +8.8% | -30.8% | -24.1% |
| 6M | -21.6% | +17.6% | -39.2% | -25.3% |
| YTD | -5.4% | +16.3% | -21.7% | -10.2% |
| 1Y | -6.8% | +18.0% | -24.8% | -11.4% |
| All | -6.8% | +17.9% | -24.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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