+295.9%
AVGO vs USAR
-19.4%
+315.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -4.8% |
| 7D | +18.2% | -0.8% | +18.9% | +18.2% |
| 30D | +0.2% | -20.9% | +21.1% | +1.5% |
| 3M | -16.8% | -56.2% | +39.4% | -13.0% |
| 6M | -16.5% | -67.9% | +51.4% | -11.7% |
| YTD | +0.8% | -31.4% | +32.2% | +4.0% |
| 1Y | +2.8% | -45.1% | +47.9% | +6.7% |
| 3Y | +278.5% | -20.3% | +298.9% | +280.5% |
| All | +295.9% | -19.4% | +315.3% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling