-12.8%
AVGO vs AMRZ
-21.3%
+8.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.5% | +5.7% |
| 7D | +25.0% | -4.0% | +29.0% | +25.5% |
| 30D | +2.0% | +12.4% | -10.4% | +0.8% |
| 3M | -12.3% | -11.5% | -0.8% | -10.8% |
| 6M | -12.8% | -21.6% | +8.8% | -10.9% |
| All | -12.8% | -21.3% | +8.5% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling