+31,416.6%
AVGO vs RMBS
+407.5%
+31,009.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -3.0% | -0.3% | -2.6% | -2.8% |
| 30D | -14.4% | -12.2% | -2.3% | -10.7% |
| 3M | -14.4% | -49.5% | +35.1% | +7.4% |
| 6M | +13.1% | -7.1% | +20.3% | +10.4% |
| YTD | +3.8% | -7.0% | +10.8% | -1.4% |
| 1Y | +17.8% | +13.3% | +4.4% | +2.0% |
| 3Y | +325.3% | +49.2% | +276.0% | +221.8% |
| 5Y | +689.9% | +250.0% | +440.0% | +341.7% |
| 10Y | +2,597.0% | +495.1% | +2,101.9% | +1,150.9% |
| All | +31,416.6% | +407.5% | +31,009.1% | +12,025.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling