+2,106.6%
AVGO vs URA
+283.4%
+1,823.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | -1.1% |
| 7D | -9.9% | -4.1% | -5.8% | -8.2% |
| 30D | -22.0% | -19.0% | -3.0% | -14.6% |
| 3M | -30.0% | -25.1% | -4.9% | -21.4% |
| 6M | -30.7% | -44.5% | +13.8% | -12.3% |
| YTD | -14.7% | -24.3% | +9.6% | -6.8% |
| 1Y | -16.8% | -28.1% | +11.3% | -7.1% |
| 3Y | +244.4% | +40.7% | +203.8% | +185.6% |
| 5Y | +474.0% | +35.5% | +438.6% | +360.8% |
| All | +2,106.6% | +283.4% | +1,823.1% | +855.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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