+579.0%
AVGO vs BTI
+154.4%
+424.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | +6.1% | -3.0% | +9.1% | +6.1% |
| 30D | -2.7% | +9.8% | -12.4% | -3.1% |
| 3M | -16.9% | +9.2% | -26.1% | -17.2% |
| 6M | -19.1% | +4.0% | -23.2% | -19.4% |
| YTD | +0.3% | +12.7% | -12.4% | -1.3% |
| 1Y | -1.2% | +15.9% | -17.1% | -3.0% |
| 3Y | +272.4% | +148.9% | +123.5% | +214.9% |
| 5Y | +579.0% | +152.8% | +426.3% | +434.7% |
| All | +579.0% | +154.4% | +424.7% | +434.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling