+2,300.3%
AVGO vs ACM
+147.1%
+2,153.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.2% | +3.6% | +6.2% |
| 7D | -0.9% | +6.9% | -7.8% | -3.9% |
| 30D | -11.6% | +19.1% | -30.7% | -18.9% |
| 3M | -25.2% | -6.9% | -18.2% | -23.3% |
| 6M | -25.4% | -12.0% | -13.4% | -22.2% |
| YTD | -7.2% | -25.1% | +17.9% | +4.1% |
| 1Y | -7.9% | -45.4% | +37.5% | +21.5% |
| 3Y | +262.1% | -6.9% | +269.0% | +257.5% |
| 5Y | +525.7% | +3.7% | +522.0% | +479.5% |
| 10Y | +2,300.3% | +135.8% | +2,164.5% | +1,372.3% |
| All | +2,300.3% | +147.1% | +2,153.2% | +1,372.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling