+332.9%
AVGO vs U
+9.8%
+323.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -3.0% | -3.8% | +0.9% | -2.2% |
| 30D | -14.4% | +17.5% | -31.9% | -17.6% |
| 3M | -14.4% | +38.7% | -53.2% | -20.6% |
| 6M | +13.1% | +104.4% | -91.3% | -3.9% |
| YTD | +3.8% | -5.7% | +9.5% | +1.6% |
| 1Y | +17.8% | +3.7% | +14.1% | +11.9% |
| All | +332.9% | +9.8% | +323.2% | +251.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling