+148.0%
AVGO vs AMIX
-100.0%
+247.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -9.9% | -16.0% | +6.1% | -9.7% |
| 30D | -22.0% | -55.4% | +33.4% | -21.1% |
| 3M | -30.0% | -87.5% | +57.5% | -28.2% |
| 6M | -30.7% | -81.2% | +50.5% | -31.9% |
| YTD | -14.7% | -86.8% | +72.2% | -15.8% |
| 1Y | -16.8% | -91.6% | +74.8% | -17.5% |
| All | +148.0% | -100.0% | +247.9% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling