+2,584.7%
AVGO vs BWA
+92.6%
+2,492.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.3% |
| 7D | +6.1% | +1.7% | +4.4% | +5.6% |
| 30D | -2.7% | -14.6% | +11.9% | +4.2% |
| 3M | -16.9% | -26.2% | +9.4% | -5.7% |
| 6M | -19.1% | -18.4% | -0.7% | -12.3% |
| YTD | +0.3% | +14.7% | -14.4% | -7.2% |
| 1Y | -1.2% | +13.3% | -14.5% | -8.4% |
| 3Y | +272.4% | +64.7% | +207.7% | +183.9% |
| 5Y | +579.0% | +32.2% | +546.9% | +449.6% |
| 10Y | +2,584.7% | +96.8% | +2,487.9% | +1,662.4% |
| All | +2,584.7% | +92.6% | +2,492.1% | +1,662.4% |
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