-18.2%
AVGO vs BTI
+22.5%
-40.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.2% | -10.6% | -10.4% |
| 7D | -15.5% | +3.3% | -18.8% | -14.9% |
| 30D | -22.4% | +19.0% | -41.4% | -20.2% |
| 3M | -30.2% | +6.4% | -36.6% | -28.8% |
| 6M | -31.6% | +7.7% | -39.2% | -30.7% |
| YTD | -15.3% | +14.6% | -29.9% | -17.8% |
| 1Y | -18.2% | +22.0% | -40.2% | -22.4% |
| All | -18.2% | +22.5% | -40.7% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling