+193.0%
AVGO vs AMIX
-100.0%
+293.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -4.8% |
| 7D | +18.2% | -9.9% | +28.0% | +18.3% |
| 30D | +0.2% | -52.8% | +53.0% | +1.2% |
| 3M | -16.8% | -80.0% | +63.2% | -15.1% |
| 6M | -16.5% | -80.2% | +63.8% | -18.0% |
| YTD | +0.8% | -88.1% | +89.0% | -0.4% |
| 1Y | +2.8% | -91.1% | +93.9% | +1.9% |
| All | +193.0% | -100.0% | +293.0% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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