+30,513.3%
AVGO vs RMBS
+388.3%
+30,125.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.5% | -3.6% |
| 7D | +18.2% | +10.3% | +7.8% | +14.2% |
| 30D | +0.2% | -10.7% | +10.9% | +4.2% |
| 3M | -16.8% | -17.2% | +0.4% | -11.9% |
| 6M | -16.5% | -39.0% | +22.6% | -3.4% |
| YTD | +0.8% | -10.5% | +11.3% | -3.6% |
| 1Y | +2.8% | -11.0% | +13.8% | -1.3% |
| 3Y | +278.5% | +31.3% | +247.2% | +198.6% |
| 5Y | +573.1% | +242.8% | +330.3% | +276.8% |
| 10Y | +2,598.7% | +536.9% | +2,061.7% | +1,131.4% |
| All | +30,513.3% | +388.3% | +30,125.0% | +11,751.1% |
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