+474.0%
AVGO vs URA
+33.4%
+440.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | -1.2% |
| 7D | -9.9% | -4.1% | -5.8% | -8.1% |
| 30D | -22.0% | -19.0% | -3.0% | -14.2% |
| 3M | -30.0% | -25.1% | -4.9% | -20.9% |
| 6M | -30.7% | -44.5% | +13.8% | -11.2% |
| YTD | -14.7% | -24.3% | +9.6% | -6.7% |
| 1Y | -16.8% | -28.1% | +11.3% | -6.9% |
| 3Y | +244.4% | +40.7% | +203.8% | +178.6% |
| All | +474.0% | +33.4% | +440.6% | +353.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling