+2,664.2%
AVGO vs UAL
+115.8%
+2,548.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.4% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -14.4% | -16.1% | +1.7% | -10.6% |
| 3M | -14.4% | +6.1% | -20.6% | -16.1% |
| 6M | +13.1% | +10.8% | +2.3% | +8.7% |
| YTD | +3.8% | -0.4% | +4.2% | +2.0% |
| 1Y | +17.8% | +5.0% | +12.8% | +13.8% |
| 3Y | +325.3% | +124.0% | +201.2% | +225.0% |
| 5Y | +689.9% | +141.0% | +548.9% | +470.8% |
| All | +2,664.2% | +115.8% | +2,548.5% | +1,883.9% |
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