+680.1%
AVGO vs BROS
+35.1%
+645.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | +1.1% | -5.8% | +6.9% | +2.1% |
| 30D | -13.0% | -14.0% | +1.0% | -11.1% |
| 3M | -6.0% | -32.5% | +26.5% | -0.8% |
| 6M | +6.4% | -14.9% | +21.3% | +7.7% |
| YTD | +5.0% | -28.3% | +33.3% | +8.9% |
| 1Y | +1.4% | -34.0% | +35.4% | +6.1% |
| 3Y | +336.8% | +63.0% | +273.9% | +290.1% |
| All | +680.1% | +35.1% | +645.0% | +631.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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