+579.0%
AVGO vs AME
+77.3%
+501.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.5% |
| 7D | +6.1% | +1.1% | +5.0% | +5.5% |
| 30D | -2.7% | -4.1% | +1.4% | +1.0% |
| 3M | -16.9% | -6.3% | -10.5% | -12.2% |
| 6M | -19.1% | +3.5% | -22.7% | -21.1% |
| YTD | +0.3% | +17.3% | -17.0% | -12.4% |
| 1Y | -1.2% | +22.0% | -23.2% | -16.4% |
| 3Y | +272.4% | +62.0% | +210.4% | +141.6% |
| 5Y | +579.0% | +78.5% | +500.5% | +294.3% |
| All | +579.0% | +77.3% | +501.8% | +294.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling