+30,513.3%
AVGO vs UL
+283.5%
+30,229.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -5.2% |
| 7D | +18.2% | +1.1% | +17.0% | +17.6% |
| 30D | +0.2% | +4.5% | -4.3% | -2.1% |
| 3M | -16.8% | +6.5% | -23.3% | -19.6% |
| 6M | -16.5% | +18.2% | -34.6% | -23.6% |
| YTD | +0.8% | +4.7% | -3.9% | -3.5% |
| 1Y | +2.8% | +0.8% | +2.1% | -0.3% |
| 3Y | +278.5% | +35.9% | +242.7% | +204.8% |
| 5Y | +573.1% | +33.4% | +539.7% | +433.2% |
| 10Y | +2,598.7% | +106.9% | +2,491.8% | +1,487.9% |
| All | +30,513.3% | +283.5% | +30,229.8% | +11,187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling