+570.0%
AVGO vs EME
+410.0%
+160.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.4% |
| 7D | +18.2% | +8.4% | +9.8% | +12.6% |
| 30D | +0.2% | -11.5% | +11.7% | +7.7% |
| 3M | -16.8% | -20.6% | +3.8% | -5.0% |
| 6M | -16.5% | -28.5% | +12.0% | +0.8% |
| YTD | +0.8% | +8.0% | -7.2% | -7.6% |
| 1Y | +2.8% | +6.8% | -3.9% | -5.0% |
| 3Y | +278.5% | +213.9% | +64.6% | +82.0% |
| All | +570.0% | +410.0% | +160.0% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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