+332.9%
AVGO vs BUD
+50.2%
+282.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | -14.4% | -5.7% | -8.8% | -14.2% |
| 3M | -14.4% | +3.1% | -17.5% | -14.7% |
| 6M | +13.1% | +7.9% | +5.3% | +12.0% |
| YTD | +3.8% | +27.3% | -23.5% | +1.5% |
| 1Y | +17.8% | +37.8% | -20.0% | +14.1% |
| All | +332.9% | +50.2% | +282.8% | +310.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling