+997.3%
AVGO vs U
-29.6%
+1,026.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.2% | -10.0% | -5.7% |
| 7D | +18.2% | +2.6% | +15.6% | +17.5% |
| 30D | +0.2% | +27.6% | -27.3% | -4.7% |
| 3M | -16.8% | +15.3% | -32.1% | -19.8% |
| 6M | -16.5% | +96.4% | -112.9% | -27.5% |
| YTD | +0.8% | +19.6% | -18.7% | -6.6% |
| 1Y | +2.8% | +42.1% | -39.3% | -7.7% |
| 3Y | +278.5% | +87.5% | +191.0% | +203.3% |
| 5Y | +573.1% | -73.1% | +646.2% | +575.6% |
| All | +997.3% | -29.6% | +1,026.9% | +816.5% |
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