+344.7%
AVGO vs USFR
+14.0%
+330.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +3.2% |
| 7D | -0.3% | +0.1% | -0.4% | 0.0% |
| 30D | -13.8% | +0.3% | -14.2% | -12.1% |
| 3M | -6.9% | +1.0% | -7.9% | -1.4% |
| 6M | +11.9% | +1.9% | +10.0% | +23.9% |
| YTD | +6.9% | +2.7% | +4.2% | +21.5% |
| 1Y | +7.4% | +4.0% | +3.4% | +28.4% |
| All | +344.7% | +14.0% | +330.7% | +542.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling