+332.9%
AVGO vs USAR
+73.1%
+259.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -3.0% | -2.1% | -0.8% | -2.8% |
| 30D | -14.4% | +2.6% | -17.1% | -14.7% |
| 3M | -14.4% | -35.0% | +20.6% | -13.0% |
| 6M | +13.1% | -6.9% | +20.0% | +13.3% |
| YTD | +3.8% | +48.0% | -44.2% | +2.7% |
| 1Y | +17.8% | +24.8% | -7.0% | +17.5% |
| All | +332.9% | +73.1% | +259.8% | +320.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling