+11,079.7%
AVGO vs BURL
+1,051.1%
+10,028.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | -3.0% | -2.8% | -0.2% | -2.2% |
| 30D | -14.4% | -28.2% | +13.7% | -6.3% |
| 3M | -14.4% | -17.6% | +3.2% | -10.1% |
| 6M | +13.1% | -11.8% | +24.9% | +16.1% |
| YTD | +3.8% | -8.1% | +11.9% | +5.2% |
| 1Y | +17.8% | -12.0% | +29.7% | +19.8% |
| 3Y | +325.3% | +63.3% | +262.0% | +257.0% |
| 5Y | +689.9% | -10.8% | +700.7% | +647.4% |
| 10Y | +2,597.0% | +215.9% | +2,381.1% | +1,668.4% |
| All | +11,079.7% | +1,051.1% | +10,028.6% | +5,884.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling