+2,770.9%
AVGO vs UPS
+37.9%
+2,733.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | -13.0% | -2.0% | -11.0% | -12.4% |
| 3M | -6.0% | -6.2% | +0.3% | -4.3% |
| 6M | +6.4% | +2.8% | +3.6% | +3.8% |
| YTD | +5.0% | +5.9% | -0.9% | +0.2% |
| 1Y | +1.4% | +26.2% | -24.9% | -10.9% |
| 3Y | +336.8% | -26.0% | +362.8% | +367.8% |
| 5Y | +698.2% | -34.3% | +732.5% | +796.9% |
| All | +2,770.9% | +37.9% | +2,733.0% | +1,887.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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