-16.8%
AVGO vs BURL
-7.8%
-9.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -9.9% | +4.1% | -14.0% | -10.4% |
| 30D | -22.0% | -9.5% | -12.5% | -20.7% |
| 3M | -30.0% | -33.5% | +3.5% | -24.9% |
| 6M | -30.7% | -22.1% | -8.6% | -28.5% |
| YTD | -14.7% | -14.6% | -0.1% | -11.9% |
| 1Y | -16.8% | -8.4% | -8.4% | -13.1% |
| All | -16.8% | -7.8% | -9.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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