-17.4%
AVGO vs URA
-32.0%
+14.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | -1.3% |
| 7D | -9.9% | -4.1% | -5.8% | -8.0% |
| 30D | -22.0% | -19.0% | -3.0% | -14.0% |
| 3M | -30.0% | -25.1% | -4.9% | -20.8% |
| 6M | -30.7% | -44.5% | +13.8% | -12.1% |
| YTD | -14.7% | -24.3% | +9.6% | -12.9% |
| All | -17.4% | -32.0% | +14.6% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling