+2,660.6%
AVGO vs EMB
+36.5%
+2,624.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.4% |
| 7D | +18.2% | -0.9% | +19.1% | +19.9% |
| 30D | +0.2% | +0.4% | -0.1% | -0.4% |
| 3M | -16.8% | -3.1% | -13.7% | -12.5% |
| 6M | -16.5% | -2.1% | -14.4% | -13.3% |
| YTD | +0.8% | -1.1% | +1.9% | +3.2% |
| 1Y | +2.8% | -0.1% | +2.9% | +3.6% |
| 3Y | +278.5% | +29.6% | +249.0% | +159.3% |
| 5Y | +573.1% | +7.2% | +565.9% | +537.9% |
| All | +2,660.6% | +36.5% | +2,624.1% | +1,927.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling