+711.1%
AVGO vs UL
+19.6%
+691.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.0% |
| 7D | -0.8% | -3.2% | +2.4% | -0.6% |
| 30D | -13.7% | -0.6% | -13.1% | -13.7% |
| 3M | -6.9% | +9.4% | -16.4% | -7.7% |
| 6M | +5.8% | -4.1% | +9.9% | +6.4% |
| YTD | +5.7% | -2.0% | +7.6% | +5.7% |
| 1Y | +9.0% | -9.0% | +18.0% | +10.2% |
| 3Y | +340.5% | +21.8% | +318.7% | +305.2% |
| 5Y | +711.1% | +20.6% | +690.5% | +619.6% |
| All | +711.1% | +19.6% | +691.5% | +619.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling