-1.6%
AVGO vs BTI
+2.8%
-4.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -0.9% |
| 7D | +1.0% | -2.0% | +3.0% | +0.8% |
| 30D | -13.3% | -3.4% | -9.8% | -13.6% |
| 3M | -2.9% | -9.0% | +6.1% | -3.7% |
| 6M | +5.7% | -5.0% | +10.7% | +4.1% |
| YTD | +4.6% | -0.3% | +5.0% | +1.7% |
| 1Y | -1.6% | +3.1% | -4.8% | -1.8% |
| All | -1.6% | +2.8% | -4.5% | -1.8% |
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