+31,416.6%
AVGO vs EMB
+117.5%
+31,299.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | -14.4% | -0.3% | -14.1% | -14.1% |
| 3M | -14.4% | -0.4% | -14.0% | -13.7% |
| 6M | +13.1% | +0.1% | +13.0% | +13.5% |
| YTD | +3.8% | +1.6% | +2.2% | +2.0% |
| 1Y | +17.8% | +5.6% | +12.2% | +10.0% |
| 3Y | +325.3% | +29.8% | +295.4% | +203.1% |
| 5Y | +689.9% | +7.3% | +682.7% | +637.3% |
| 10Y | +2,597.0% | +30.4% | +2,566.6% | +1,918.1% |
| All | +31,416.6% | +117.5% | +31,299.1% | +14,797.4% |
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