+345.6%
AVGO vs BROS
+64.7%
+280.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.3% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -13.8% | -13.5% | -0.4% | -11.6% |
| 3M | -6.9% | -18.4% | +11.5% | -4.6% |
| 6M | +11.9% | -10.6% | +22.5% | +12.1% |
| YTD | +6.9% | -25.1% | +31.9% | +10.6% |
| 1Y | +7.4% | -28.6% | +36.1% | +11.5% |
| 3Y | +345.6% | +65.6% | +280.0% | +272.7% |
| All | +345.6% | +64.7% | +280.9% | +272.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling