+474.0%
AVGO vs URI
+166.6%
+307.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -9.9% | -9.8% | -0.1% | -5.7% |
| 30D | -22.0% | +1.7% | -23.7% | -22.5% |
| 3M | -30.0% | -9.1% | -21.0% | -27.4% |
| 6M | -30.7% | +9.9% | -40.6% | -34.3% |
| YTD | -14.7% | +31.2% | -45.9% | -27.9% |
| 1Y | -16.8% | +25.9% | -42.7% | -28.2% |
| 3Y | +244.4% | +147.4% | +97.0% | +110.1% |
| All | +474.0% | +166.6% | +307.4% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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