+2,660.6%
AVGO vs BUD
-2.1%
+2,662.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -5.2% |
| 7D | +18.2% | +1.0% | +17.1% | +17.7% |
| 30D | +0.2% | +6.7% | -6.5% | -2.5% |
| 3M | -16.8% | +5.7% | -22.5% | -19.0% |
| 6M | -16.5% | +5.8% | -22.3% | -19.1% |
| YTD | +0.8% | +34.4% | -33.6% | -11.4% |
| 1Y | +2.8% | +33.3% | -30.4% | -9.6% |
| 3Y | +278.5% | +48.8% | +229.7% | +209.5% |
| 5Y | +573.1% | +52.5% | +520.5% | +432.9% |
| All | +2,660.6% | -2.1% | +2,662.7% | +2,100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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