+278.5%
AVGO vs URA
+35.4%
+243.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -3.9% |
| 7D | +18.2% | -1.5% | +19.7% | +18.9% |
| 30D | +0.2% | -10.4% | +10.6% | +6.1% |
| 3M | -16.8% | -29.6% | +12.8% | -1.5% |
| 6M | -16.5% | -40.3% | +23.8% | +6.8% |
| YTD | +0.8% | -25.5% | +26.3% | +10.6% |
| 1Y | +2.8% | -26.4% | +29.2% | +13.6% |
| 3Y | +278.5% | +31.4% | +247.1% | +179.1% |
| All | +278.5% | +35.4% | +243.1% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling