+339.7%
AVGO vs BR
-5.1%
+344.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.8% | -5.0% | +4.2% | -0.2% |
| 30D | -13.7% | -2.5% | -11.3% | -13.5% |
| 3M | -6.9% | +13.5% | -20.4% | -8.6% |
| 6M | +5.8% | -9.4% | +15.2% | +9.7% |
| YTD | +5.7% | -23.3% | +28.9% | +16.5% |
| 1Y | +9.0% | -31.6% | +40.6% | +26.2% |
| All | +339.7% | -5.1% | +344.8% | +335.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling