+2,798.6%
AVGO vs AME
+442.0%
+2,356.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +5.0% | +5.1% |
| 7D | +25.0% | +8.1% | +16.9% | +18.1% |
| 30D | +2.0% | -3.8% | +5.7% | +5.4% |
| 3M | -12.3% | -6.6% | -5.6% | -7.4% |
| 6M | -12.8% | +4.6% | -17.4% | -15.3% |
| YTD | +5.9% | +17.9% | -12.1% | -6.7% |
| 1Y | +3.3% | +23.2% | -19.9% | -11.8% |
| 3Y | +293.1% | +62.9% | +230.2% | +169.1% |
| 5Y | +606.7% | +77.5% | +529.2% | +352.6% |
| All | +2,798.6% | +442.0% | +2,356.6% | +1,003.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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