+17,875.0%
AVGO vs URA
-48.6%
+17,923.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.2% | +2.6% | +6.2% |
| 7D | -0.9% | +4.3% | -5.1% | -2.3% |
| 30D | -11.6% | -11.7% | +0.1% | -6.7% |
| 3M | -25.2% | -23.5% | -1.6% | -16.7% |
| 6M | -25.4% | -37.8% | +12.3% | -9.9% |
| YTD | -7.2% | -19.6% | +12.5% | -1.0% |
| 1Y | -7.9% | -24.8% | +16.9% | +1.0% |
| 3Y | +262.1% | +47.0% | +215.1% | +196.0% |
| 5Y | +525.7% | +35.4% | +490.3% | +403.9% |
| 10Y | +2,300.3% | +302.3% | +1,998.0% | +1,004.8% |
| All | +17,875.0% | -48.6% | +17,923.7% | +15,842.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling