+2,761.7%
AVGO vs UL
+65.6%
+2,696.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +1.0% | -4.1% | +5.1% | +2.3% |
| 30D | -13.3% | -1.2% | -12.1% | -13.0% |
| 3M | -2.9% | +6.0% | -8.9% | -5.3% |
| 6M | +5.7% | -5.5% | +11.2% | +6.9% |
| YTD | +4.6% | -3.3% | +8.0% | +4.5% |
| 1Y | -1.6% | -9.8% | +8.1% | +0.2% |
| 3Y | +336.2% | +20.1% | +316.1% | +282.9% |
| 5Y | +695.6% | +19.2% | +676.5% | +587.2% |
| All | +2,761.7% | +65.6% | +2,696.1% | +2,073.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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