+278.8%
AVGO vs USAR
-21.7%
+300.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -9.6% | +13.5% | +4.5% |
| 7D | 0.0% | -9.1% | +9.0% | +0.5% |
| 30D | -8.2% | -36.9% | +28.8% | -5.8% |
| 3M | -21.3% | -58.4% | +37.1% | -17.4% |
| 6M | -22.5% | -70.6% | +48.1% | -17.8% |
| YTD | -3.6% | -33.4% | +29.9% | -0.3% |
| 1Y | -6.7% | -54.0% | +47.4% | -2.8% |
| 3Y | +258.1% | -22.7% | +280.8% | +260.8% |
| All | +278.8% | -21.7% | +300.5% | +300.5% |
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