+2,770.9%
AVGO vs BTG
+159.3%
+2,611.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +1.1% | -3.8% | +4.9% | +1.6% |
| 30D | -13.0% | +3.6% | -16.6% | -13.5% |
| 3M | -6.0% | +32.0% | -38.0% | -9.7% |
| 6M | +6.4% | +3.4% | +3.0% | +4.9% |
| YTD | +5.0% | +20.8% | -15.8% | +1.0% |
| 1Y | +1.4% | +22.4% | -21.0% | -2.9% |
| 3Y | +336.8% | +91.7% | +245.1% | +291.4% |
| 5Y | +698.2% | +79.0% | +619.2% | +611.3% |
| All | +2,770.9% | +159.3% | +2,611.7% | +2,476.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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