+3.3%
AVGO vs UL
-0.9%
+4.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.7% |
| 7D | +25.0% | -2.5% | +27.5% | +23.7% |
| 30D | +2.0% | +5.7% | -3.7% | +4.3% |
| 3M | -12.3% | +7.0% | -19.2% | -9.8% |
| 6M | -12.8% | +16.1% | -28.9% | -7.5% |
| YTD | +5.9% | +3.6% | +2.3% | +8.1% |
| 1Y | +3.3% | -1.4% | +4.7% | +4.1% |
| All | +3.3% | -0.9% | +4.2% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling