+43.2%
AVGO vs AMRZ
-20.3%
+63.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +1.0% | -8.1% | +9.1% | +2.8% |
| 30D | -13.3% | -14.8% | +1.6% | -10.2% |
| 3M | -2.9% | -19.7% | +16.9% | +1.3% |
| 6M | +5.7% | -30.8% | +36.5% | +13.7% |
| YTD | +4.6% | -24.3% | +28.9% | +8.9% |
| 1Y | -1.6% | -24.0% | +22.4% | +0.9% |
| All | +43.2% | -20.3% | +63.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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