+31,674.6%
AVGO vs BRO
+714.3%
+30,960.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +1.0% | -8.6% | +9.6% | +5.0% |
| 30D | -13.3% | -6.9% | -6.3% | -10.8% |
| 3M | -2.9% | +10.5% | -13.3% | -9.4% |
| 6M | +5.7% | -2.8% | +8.5% | +3.8% |
| YTD | +4.6% | -16.1% | +20.8% | +9.8% |
| 1Y | -1.6% | -27.6% | +25.9% | +10.1% |
| 3Y | +336.2% | -7.3% | +343.5% | +305.3% |
| 5Y | +695.6% | +19.0% | +676.7% | +516.3% |
| 10Y | +2,827.6% | +292.7% | +2,534.9% | +975.6% |
| All | +31,674.6% | +714.3% | +30,960.4% | +7,557.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling