+332.9%
AVGO vs URA
+117.9%
+215.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -3.0% | +1.1% | -4.0% | -3.6% |
| 30D | -14.4% | +7.4% | -21.8% | -17.8% |
| 3M | -14.4% | -8.4% | -6.0% | -11.4% |
| 6M | +13.1% | -12.7% | +25.8% | +18.4% |
| YTD | +3.8% | +7.8% | -4.0% | -4.7% |
| 1Y | +17.8% | +19.5% | -1.7% | +0.8% |
| All | +332.9% | +117.9% | +215.0% | +171.3% |
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 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