+281.7%
AVGO vs BURL
+95.5%
+186.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.7% | -9.7% | -4.2% |
| 7D | -7.5% | +10.4% | -17.9% | -10.3% |
| 30D | -10.2% | -4.9% | -5.3% | -9.0% |
| 3M | -22.0% | -29.8% | +7.7% | -13.6% |
| 6M | -21.6% | -16.5% | -5.1% | -18.4% |
| YTD | -5.4% | -10.5% | +5.1% | -4.0% |
| 1Y | -6.8% | -5.3% | -1.5% | -8.2% |
| All | +281.7% | +95.5% | +186.2% | +254.7% |
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