+17.8%
AVGO vs EMB
+5.7%
+12.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | -14.4% | -0.3% | -14.1% | -13.7% |
| 3M | -14.4% | -0.4% | -14.0% | -12.9% |
| 6M | +13.1% | +0.1% | +13.0% | +14.4% |
| YTD | +3.8% | +1.6% | +2.2% | -1.7% |
| 1Y | +17.8% | +5.6% | +12.2% | -15.1% |
| All | +17.8% | +5.7% | +12.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling