+31,416.6%
AVGO vs UL
+268.9%
+31,147.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | -1.3% | -1.6% | -2.4% |
| 30D | -14.4% | +0.5% | -14.9% | -14.7% |
| 3M | -14.4% | +17.6% | -32.0% | -21.1% |
| 6M | +13.1% | -5.4% | +18.5% | +14.5% |
| YTD | +3.8% | +0.7% | +3.1% | +1.6% |
| 1Y | +17.8% | -9.3% | +27.0% | +20.2% |
| 3Y | +325.3% | +24.5% | +300.7% | +259.1% |
| 5Y | +689.9% | +23.2% | +666.7% | +555.1% |
| 10Y | +2,597.0% | +64.5% | +2,532.5% | +1,726.6% |
| All | +31,416.6% | +268.9% | +31,147.7% | +11,789.4% |
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