+2,770.9%
AVGO vs BNY
+416.3%
+2,354.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.1% | -1.3% | +2.5% | +1.8% |
| 30D | -13.0% | -0.2% | -12.8% | -13.0% |
| 3M | -6.0% | +14.9% | -20.9% | -12.9% |
| 6M | +6.4% | +40.0% | -33.6% | -11.3% |
| YTD | +5.0% | +42.0% | -37.0% | -13.5% |
| 1Y | +1.4% | +56.9% | -55.5% | -20.6% |
| 3Y | +336.8% | +289.9% | +46.9% | +114.0% |
| 5Y | +698.2% | +259.2% | +439.0% | +297.3% |
| All | +2,770.9% | +416.3% | +2,354.7% | +1,052.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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