+2,856.4%
AVGO vs AME
+425.2%
+2,431.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -0.8% | +1.3% | -2.1% | -1.7% |
| 30D | -13.7% | -6.6% | -7.2% | -9.5% |
| 3M | -6.9% | +3.0% | -9.9% | -9.0% |
| 6M | +5.8% | +5.3% | +0.5% | +1.6% |
| YTD | +5.7% | +15.4% | -9.8% | -5.6% |
| 1Y | +9.0% | +26.8% | -17.8% | -9.8% |
| 3Y | +340.5% | +56.5% | +284.0% | +210.8% |
| 5Y | +711.1% | +85.2% | +625.8% | +405.0% |
| 10Y | +2,856.4% | +428.5% | +2,427.9% | +1,087.5% |
| All | +2,856.4% | +425.2% | +2,431.2% | +1,087.5% |
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