+579.0%
AVGO vs BROS
-49.0%
+628.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +6.1% | -20.4% | +26.5% | +10.6% |
| 30D | -2.7% | -6.1% | +3.4% | -1.6% |
| 3M | -16.9% | -29.4% | +12.5% | -11.8% |
| 6M | -19.1% | -31.5% | +12.4% | -14.7% |
| YTD | +0.3% | -42.8% | +43.1% | +8.7% |
| 1Y | -1.2% | -37.5% | +36.3% | +5.0% |
| 3Y | +272.4% | +27.2% | +245.3% | +236.3% |
| 5Y | +579.0% | -47.0% | +626.0% | +578.6% |
| All | +579.0% | -49.0% | +628.0% | +578.6% |
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