+475.2%
AVGO vs EMB
+6.4%
+468.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -9.9% | -0.1% | -9.8% | -9.8% |
| 30D | -22.0% | +1.3% | -23.3% | -23.5% |
| 3M | -30.0% | -2.2% | -27.8% | -27.7% |
| 6M | -30.7% | -2.3% | -28.4% | -28.0% |
| YTD | -14.7% | -0.6% | -14.0% | -13.3% |
| 1Y | -16.8% | +0.5% | -17.3% | -16.7% |
| 3Y | +244.4% | +29.4% | +215.0% | +155.3% |
| All | +475.2% | +6.4% | +468.8% | +462.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling