+2,770.9%
AVGO vs USFR
+28.1%
+2,742.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -13.0% | +0.4% | -13.4% | -13.0% |
| 3M | -6.0% | +1.0% | -7.0% | -6.1% |
| 6M | +6.4% | +2.0% | +4.4% | +5.9% |
| YTD | +5.0% | +2.8% | +2.2% | +4.2% |
| 1Y | +1.4% | +4.1% | -2.7% | +0.2% |
| 3Y | +336.8% | +14.1% | +322.7% | +312.6% |
| 5Y | +698.2% | +20.6% | +677.6% | +632.0% |
| All | +2,770.9% | +28.1% | +2,742.8% | +2,615.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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