+2,046.5%
AVGO vs USB
+93.8%
+1,952.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.1% | -8.3% | -9.6% |
| 7D | -15.5% | -1.5% | -14.0% | -14.9% |
| 30D | -22.4% | +4.3% | -26.7% | -23.8% |
| 3M | -30.2% | -6.1% | -24.1% | -28.6% |
| 6M | -31.6% | +9.4% | -41.0% | -34.7% |
| YTD | -15.3% | +15.2% | -30.5% | -21.2% |
| 1Y | -18.2% | +32.8% | -50.9% | -28.4% |
| 3Y | +241.2% | +91.3% | +149.9% | +152.9% |
| 5Y | +469.8% | +22.7% | +447.1% | +397.4% |
| All | +2,046.5% | +93.8% | +1,952.7% | +1,684.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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