+2,770.9%
AVGO vs BWA
+156.8%
+2,614.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | -0.3% |
| 7D | +1.1% | -1.3% | +2.5% | +1.7% |
| 30D | -13.0% | -2.9% | -10.1% | -12.1% |
| 3M | -6.0% | -10.7% | +4.8% | -1.9% |
| 6M | +6.4% | +26.5% | -20.1% | -3.8% |
| YTD | +5.0% | +49.1% | -44.1% | -12.9% |
| 1Y | +1.4% | +52.1% | -50.7% | -17.0% |
| 3Y | +336.8% | +72.6% | +264.2% | +226.1% |
| 5Y | +698.2% | +89.4% | +608.8% | +453.7% |
| All | +2,770.9% | +156.8% | +2,614.2% | +1,569.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling