+17.8%
AVGO vs ACM
-45.8%
+63.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.0% | -3.7% | +0.8% | -2.4% |
| 30D | -14.4% | -11.1% | -3.3% | -12.6% |
| 3M | -14.4% | -8.0% | -6.4% | -13.1% |
| 6M | +13.1% | -29.7% | +42.8% | +21.1% |
| YTD | +3.8% | -29.4% | +33.2% | +11.0% |
| 1Y | +17.8% | -46.4% | +64.2% | +30.1% |
| All | +17.8% | -45.8% | +63.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling