-21.6%
AVGO vs USB
+11.3%
-32.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.4% |
| 7D | -7.5% | +2.4% | -9.9% | -6.6% |
| 30D | -10.2% | +6.6% | -16.8% | -8.0% |
| 3M | -22.0% | -4.1% | -17.9% | -22.7% |
| 6M | -21.6% | +12.5% | -34.1% | -10.1% |
| All | -21.6% | +11.3% | -32.9% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling