+732.5%
AVGO vs BTDR
+19.6%
+712.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.1% |
| 7D | +1.1% | -3.4% | +4.5% | +1.5% |
| 30D | -13.0% | +32.6% | -45.6% | -15.9% |
| 3M | -6.0% | -32.2% | +26.3% | -3.4% |
| 6M | +6.4% | +52.4% | -46.0% | -0.1% |
| YTD | +5.0% | +6.7% | -1.7% | +1.3% |
| 1Y | +1.4% | -15.2% | +16.6% | -1.5% |
| 3Y | +336.8% | +14.9% | +321.9% | +293.3% |
| 5Y | +698.2% | +20.8% | +677.4% | +610.6% |
| All | +732.5% | +19.6% | +712.9% | +637.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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