+2,475.6%
AVGO vs URA
+289.1%
+2,186.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.5% | +10.5% | +12.0% |
| 7D | 0.0% | +0.3% | -0.3% | +0.1% |
| 30D | -8.2% | -14.8% | +6.6% | -1.5% |
| 3M | -21.3% | -25.3% | +4.0% | -11.3% |
| 6M | -22.5% | -39.9% | +17.4% | -4.8% |
| YTD | -3.6% | -22.4% | +18.9% | +4.3% |
| 1Y | -6.7% | -29.0% | +22.3% | +4.8% |
| 3Y | +258.1% | +41.0% | +217.2% | +196.4% |
| 5Y | +560.9% | +38.3% | +522.5% | +426.6% |
| 10Y | +2,475.6% | +276.1% | +2,199.6% | +916.4% |
| All | +2,475.6% | +289.1% | +2,186.6% | +916.4% |
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