+2,770.9%
AVGO vs BR
+189.7%
+2,581.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.1% | -3.0% | +4.1% | +2.5% |
| 30D | -13.0% | -0.3% | -12.7% | -13.2% |
| 3M | -6.0% | +17.3% | -23.3% | -14.0% |
| 6M | +6.4% | -6.7% | +13.1% | +8.3% |
| YTD | +5.0% | -23.4% | +28.4% | +17.8% |
| 1Y | +1.4% | -32.7% | +34.1% | +21.7% |
| 3Y | +336.8% | -5.9% | +342.7% | +324.7% |
| 5Y | +698.2% | +8.4% | +689.8% | +597.0% |
| All | +2,770.9% | +189.7% | +2,581.3% | +1,305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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