+332.7%
AVGO vs BWA
+76.2%
+256.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -0.6% |
| 7D | -3.0% | +5.7% | -8.6% | -4.6% |
| 30D | -14.4% | +1.4% | -15.8% | -14.9% |
| 3M | -14.4% | -12.1% | -2.3% | -11.3% |
| 6M | +13.1% | +28.6% | -15.4% | +5.5% |
| YTD | +3.8% | +51.1% | -47.3% | -8.6% |
| 1Y | +17.8% | +55.9% | -38.1% | +2.4% |
| All | +332.7% | +76.2% | +256.4% | +227.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling