+645.3%
AVGO vs BROS
+7.7%
+637.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +6.1% | -20.4% | +26.5% | +10.0% |
| 30D | -2.7% | -6.1% | +3.4% | -1.7% |
| 3M | -16.9% | -29.4% | +12.5% | -12.5% |
| 6M | -19.1% | -31.5% | +12.4% | -15.3% |
| YTD | +0.3% | -42.8% | +43.1% | +7.6% |
| 1Y | -1.2% | -37.5% | +36.3% | +4.3% |
| 3Y | +272.4% | +27.2% | +245.3% | +245.5% |
| 5Y | +579.0% | -47.0% | +626.0% | +553.6% |
| All | +645.3% | +7.7% | +637.5% | +623.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling