+25,809.4%
AVGO vs EMB
+112.8%
+25,696.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.4% |
| 3M | -30.0% | -2.2% | -27.8% | -27.7% |
| 6M | -30.7% | -2.3% | -28.4% | -28.1% |
| YTD | -14.7% | -0.6% | -14.0% | -13.4% |
| 1Y | -16.8% | +0.5% | -17.3% | -16.8% |
| 3Y | +244.4% | +29.4% | +215.0% | +147.2% |
| 5Y | +474.0% | +6.5% | +467.5% | +442.0% |
| 10Y | +2,122.6% | +29.8% | +2,092.8% | +1,589.8% |
| All | +25,809.4% | +112.8% | +25,696.6% | +12,547.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling