+474.0%
AVGO vs BUD
+48.8%
+425.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -9.9% | +4.5% | -14.4% | -10.8% |
| 30D | -22.0% | +12.5% | -34.5% | -24.2% |
| 3M | -30.0% | 0.0% | -30.0% | -30.2% |
| 6M | -30.7% | +3.8% | -34.5% | -31.7% |
| YTD | -14.7% | +33.1% | -47.7% | -21.8% |
| 1Y | -16.8% | +35.5% | -52.3% | -24.3% |
| 3Y | +244.4% | +49.4% | +195.0% | +195.5% |
| All | +474.0% | +48.8% | +425.2% | +370.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling