+16,205.1%
AVGO vs AMCR
+93.5%
+16,111.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +1.1% | -6.3% | +7.4% | +2.9% |
| 30D | -13.0% | -7.8% | -5.2% | -11.1% |
| 3M | -6.0% | +7.5% | -13.5% | -8.4% |
| 6M | +6.4% | +2.7% | +3.7% | +4.6% |
| YTD | +5.0% | +6.0% | -1.1% | +1.4% |
| 1Y | +1.4% | +7.8% | -6.4% | -2.8% |
| 3Y | +336.8% | +5.8% | +331.0% | +311.5% |
| 5Y | +698.2% | -11.6% | +709.8% | +697.7% |
| 10Y | +2,837.0% | +14.6% | +2,822.4% | +2,418.8% |
| All | +16,205.1% | +93.5% | +16,111.6% | +14,133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 all: compounded portfolio wealth divided by compounded AMCR 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…
all analysis · Full analysis span regression · 6 months rolling