+32,043.9%
AVGO vs AME
+1,819.2%
+30,224.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +5.0% | +5.1% |
| 7D | +25.0% | +8.1% | +16.9% | +18.3% |
| 30D | +2.0% | -3.8% | +5.7% | +5.3% |
| 3M | -12.3% | -6.6% | -5.6% | -7.5% |
| 6M | -12.8% | +4.6% | -17.4% | -15.2% |
| YTD | +5.9% | +17.9% | -12.1% | -6.3% |
| 1Y | +3.3% | +23.2% | -19.9% | -11.4% |
| 3Y | +293.1% | +62.9% | +230.2% | +173.0% |
| 5Y | +606.7% | +77.5% | +529.2% | +361.3% |
| 10Y | +2,733.6% | +444.7% | +2,288.9% | +726.7% |
| All | +32,043.9% | +1,819.2% | +30,224.7% | +3,936.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling