+241.9%
AVGO vs BURL
+89.8%
+152.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.9% | -7.5% | -9.6% |
| 7D | -15.5% | +3.5% | -19.0% | -16.3% |
| 30D | -22.4% | -9.3% | -13.1% | -20.2% |
| 3M | -30.2% | -32.1% | +1.9% | -21.7% |
| 6M | -31.6% | -19.8% | -11.7% | -27.8% |
| YTD | -15.3% | -13.2% | -2.1% | -13.2% |
| 1Y | -18.2% | -7.8% | -10.3% | -18.7% |
| All | +241.9% | +89.8% | +152.1% | +220.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling