+336.8%
AVGO vs BRO
-7.6%
+344.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.1% | -7.3% | +8.5% | -0.2% |
| 30D | -13.0% | -6.9% | -6.1% | -14.0% |
| 3M | -6.0% | +10.7% | -16.6% | -4.9% |
| 6M | +6.4% | -2.7% | +9.1% | +8.0% |
| YTD | +5.0% | -16.3% | +21.3% | +6.9% |
| 1Y | +1.4% | -29.1% | +30.5% | +5.5% |
| 3Y | +336.8% | -7.8% | +344.6% | +316.2% |
| All | +336.8% | -7.6% | +344.4% | +316.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling