+2,770.9%
AVGO vs RMBS
+566.4%
+2,204.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.6% |
| 7D | +1.1% | +1.8% | -0.6% | +0.3% |
| 30D | -13.0% | -13.9% | +0.9% | -7.0% |
| 3M | -6.0% | -39.8% | +33.8% | +16.5% |
| 6M | +6.4% | -6.0% | +12.4% | +0.6% |
| YTD | +5.0% | -5.4% | +10.3% | -5.3% |
| 1Y | +1.4% | -1.8% | +3.2% | -12.5% |
| 3Y | +336.8% | +53.7% | +283.2% | +170.4% |
| 5Y | +698.2% | +268.5% | +429.7% | +180.4% |
| All | +2,770.9% | +566.4% | +2,204.5% | +569.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling