+949.8%
AVGO vs U
-32.9%
+982.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.3% |
| 7D | 0.0% | +24.4% | -24.4% | -4.5% |
| 30D | -8.2% | +7.4% | -15.6% | -10.0% |
| 3M | -21.3% | +16.8% | -38.1% | -24.2% |
| 6M | -22.5% | +78.8% | -101.3% | -31.6% |
| YTD | -3.6% | +14.0% | -17.5% | -9.8% |
| 1Y | -6.7% | +16.7% | -23.4% | -13.1% |
| 3Y | +258.1% | +86.4% | +171.8% | +187.5% |
| 5Y | +560.9% | -71.5% | +632.3% | +557.3% |
| All | +949.8% | -32.9% | +982.7% | +785.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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