+718.9%
AVGO vs EMB
+7.3%
+711.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.7% |
| 30D | -13.8% | -0.5% | -13.4% | -13.3% |
| 3M | -6.9% | +0.3% | -7.2% | -7.2% |
| 6M | +11.9% | +1.2% | +10.8% | +10.7% |
| YTD | +6.9% | +1.5% | +5.4% | +5.2% |
| 1Y | +7.4% | +4.8% | +2.6% | +1.4% |
| 3Y | +345.6% | +30.4% | +315.2% | +225.6% |
| 5Y | +718.9% | +7.3% | +711.6% | +693.1% |
| All | +718.9% | +7.3% | +711.6% | +693.1% |
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 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