+2,770.9%
AVGO vs BRO
+294.2%
+2,476.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.1% | -7.3% | +8.5% | +3.9% |
| 30D | -13.0% | -6.9% | -6.1% | -11.0% |
| 3M | -6.0% | +10.7% | -16.6% | -11.4% |
| 6M | +6.4% | -2.7% | +9.1% | +5.0% |
| YTD | +5.0% | -16.3% | +21.3% | +10.1% |
| 1Y | +1.4% | -29.1% | +30.5% | +14.2% |
| 3Y | +336.8% | -7.8% | +344.6% | +305.9% |
| 5Y | +698.2% | +18.7% | +679.5% | +516.1% |
| All | +2,770.9% | +294.2% | +2,476.7% | +1,361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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