+30,355.4%
AVGO vs AME
+1,808.5%
+28,546.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | +6.1% | +1.1% | +5.0% | +5.6% |
| 30D | -2.7% | -4.1% | +1.4% | +0.7% |
| 3M | -16.9% | -6.3% | -10.5% | -12.6% |
| 6M | -19.1% | +3.5% | -22.7% | -20.8% |
| YTD | +0.3% | +17.3% | -17.0% | -10.9% |
| 1Y | -1.2% | +22.0% | -23.2% | -14.7% |
| 3Y | +272.4% | +62.0% | +210.4% | +159.7% |
| 5Y | +579.0% | +78.5% | +500.5% | +341.6% |
| 10Y | +2,584.7% | +441.6% | +2,143.1% | +686.3% |
| All | +30,355.4% | +1,808.5% | +28,546.9% | +3,739.5% |
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 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