+691.7%
AVGO vs USB
+40.0%
+651.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | +1.4% | -4.4% | -3.5% |
| 30D | -14.4% | -1.3% | -13.1% | -14.1% |
| 3M | -14.4% | +15.2% | -29.7% | -18.9% |
| 6M | +13.1% | +18.8% | -5.7% | +5.7% |
| YTD | +3.8% | +21.0% | -17.2% | -4.0% |
| 1Y | +17.8% | +34.0% | -16.2% | +4.5% |
| 3Y | +325.3% | +95.3% | +229.9% | +226.5% |
| All | +691.7% | +40.0% | +651.6% | +580.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling