+694.2%
AVGO vs BROS
+41.2%
+653.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | -13.8% | -13.5% | -0.4% | -12.0% |
| 3M | -6.9% | -18.4% | +11.5% | -4.9% |
| 6M | +11.9% | -10.6% | +22.5% | +12.4% |
| YTD | +6.9% | -25.1% | +31.9% | +10.1% |
| 1Y | +7.4% | -28.6% | +36.1% | +10.9% |
| 3Y | +345.6% | +65.6% | +280.0% | +296.6% |
| All | +694.2% | +41.2% | +653.0% | +640.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling