+711.1%
AVGO vs RMBS
+269.8%
+441.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -0.8% | +3.5% | -4.2% | -2.2% |
| 30D | -13.7% | -8.6% | -5.1% | -10.7% |
| 3M | -6.9% | -40.3% | +33.4% | +13.7% |
| 6M | +5.8% | -1.0% | +6.8% | -1.7% |
| YTD | +5.7% | -4.6% | +10.3% | -4.1% |
| 1Y | +9.0% | +17.6% | -8.5% | -13.8% |
| 3Y | +340.5% | +58.6% | +281.9% | +177.7% |
| 5Y | +711.1% | +270.9% | +440.1% | +197.7% |
| All | +711.1% | +269.8% | +441.2% | +197.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling