+691.7%
AVGO vs URA
+128.0%
+563.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -3.0% | +1.1% | -4.0% | -3.5% |
| 30D | -14.4% | +7.4% | -21.8% | -17.2% |
| 3M | -14.4% | -8.4% | -6.0% | -11.8% |
| 6M | +13.1% | -12.7% | +25.8% | +17.9% |
| YTD | +3.8% | +7.8% | -4.0% | -2.2% |
| 1Y | +17.8% | +19.5% | -1.7% | +5.7% |
| 3Y | +325.3% | +116.4% | +208.8% | +199.5% |
| All | +691.7% | +128.0% | +563.7% | +430.6% |
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