+244.4%
AVGO vs UAL
+197.6%
+46.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.1% |
| 7D | -9.9% | +8.2% | -18.1% | -12.1% |
| 30D | -22.0% | +2.3% | -24.3% | -22.6% |
| 3M | -30.0% | -12.7% | -17.4% | -27.5% |
| 6M | -30.7% | +12.7% | -43.4% | -33.9% |
| YTD | -14.7% | +0.8% | -15.5% | -16.9% |
| 1Y | -16.8% | +17.8% | -34.6% | -22.9% |
| 3Y | +244.4% | +206.7% | +37.7% | +131.8% |
| All | +244.4% | +197.6% | +46.8% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling