+2,856.4%
AVGO vs BP
+132.0%
+2,724.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.7% |
| 7D | -0.8% | +4.0% | -4.8% | -2.0% |
| 30D | -13.7% | +7.8% | -21.6% | -15.9% |
| 3M | -6.9% | +8.4% | -15.3% | -10.0% |
| 6M | +5.8% | +15.1% | -9.3% | -0.7% |
| YTD | +5.7% | +36.4% | -30.7% | -7.0% |
| 1Y | +9.0% | +40.9% | -31.9% | -5.4% |
| 3Y | +340.5% | +38.8% | +301.7% | +277.1% |
| 5Y | +711.1% | +141.1% | +570.0% | +440.3% |
| 10Y | +2,856.4% | +133.9% | +2,722.5% | +1,901.1% |
| All | +2,856.4% | +132.0% | +2,724.4% | +1,901.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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