+332.9%
AVGO vs BP
+33.3%
+299.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -3.0% | +3.9% | -6.9% | -3.4% |
| 30D | -14.4% | +7.6% | -22.1% | -15.3% |
| 3M | -14.4% | +0.7% | -15.1% | -14.4% |
| 6M | +13.1% | +15.5% | -2.4% | +8.7% |
| YTD | +3.8% | +30.8% | -27.0% | -3.5% |
| 1Y | +17.8% | +34.3% | -16.5% | +8.3% |
| All | +332.9% | +33.3% | +299.6% | +291.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling