+31,416.6%
AVGO vs UPS
+246.8%
+31,169.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -3.0% | -2.9% | -0.1% | -1.5% |
| 30D | -14.4% | -3.5% | -10.9% | -13.0% |
| 3M | -14.4% | -5.7% | -8.7% | -12.7% |
| 6M | +13.1% | -4.4% | +17.5% | +13.6% |
| YTD | +3.8% | +8.0% | -4.2% | -2.9% |
| 1Y | +17.8% | +29.0% | -11.3% | -0.5% |
| 3Y | +325.3% | -27.7% | +353.0% | +367.6% |
| 5Y | +689.9% | -34.3% | +724.3% | +801.7% |
| 10Y | +2,597.0% | +37.8% | +2,559.2% | +1,587.0% |
| All | +31,416.6% | +246.8% | +31,169.8% | +9,741.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling