+2,062.4%
AVGO vs AMBA
-0.9%
+2,063.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -1.2% |
| 7D | -9.9% | -7.2% | -2.7% | -7.7% |
| 30D | -22.0% | -10.4% | -11.6% | -19.3% |
| 3M | -30.0% | -30.1% | +0.1% | -22.1% |
| 6M | -30.7% | -22.4% | -8.3% | -28.8% |
| YTD | -14.7% | -17.3% | +2.7% | -15.6% |
| 1Y | -16.8% | -35.4% | +18.6% | -11.4% |
| 3Y | +244.4% | +18.6% | +225.8% | +186.0% |
| 5Y | +474.0% | -69.8% | +543.8% | +546.2% |
| All | +2,062.4% | -0.9% | +2,063.3% | +1,311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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