+32,355.3%
AVGO vs EME
+3,251.1%
+29,104.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +1.7% |
| 7D | -0.3% | +5.2% | -5.5% | -2.9% |
| 30D | -13.8% | -5.4% | -8.5% | -11.5% |
| 3M | -6.9% | -6.1% | -0.8% | -5.1% |
| 6M | +11.9% | +9.7% | +2.3% | +4.9% |
| YTD | +6.9% | +26.6% | -19.7% | -7.4% |
| 1Y | +7.4% | +24.6% | -17.2% | -7.4% |
| 3Y | +345.6% | +249.6% | +96.0% | +130.2% |
| 5Y | +718.9% | +556.6% | +162.3% | +206.8% |
| 10Y | +2,755.4% | +1,286.6% | +1,468.7% | +588.3% |
| All | +32,355.3% | +3,251.1% | +29,104.2% | +4,874.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling