+2,660.6%
AVGO vs UAL
+80.6%
+2,580.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.0% | -4.3% |
| 7D | +18.2% | -3.0% | +21.2% | +19.0% |
| 30D | +0.2% | +10.5% | -10.2% | -2.6% |
| 3M | -16.8% | -13.5% | -3.3% | -13.9% |
| 6M | -16.5% | +14.2% | -30.7% | -20.1% |
| YTD | +0.8% | -2.2% | +3.1% | -0.7% |
| 1Y | +2.8% | +12.5% | -9.7% | -2.5% |
| 3Y | +278.5% | +186.8% | +91.7% | +172.0% |
| 5Y | +573.1% | +119.4% | +453.7% | +397.3% |
| All | +2,660.6% | +80.6% | +2,580.1% | +1,914.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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