+2,856.4%
AVGO vs ACM
+124.8%
+2,731.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | +0.3% |
| 7D | -0.8% | -3.7% | +2.9% | +1.0% |
| 30D | -13.7% | -12.7% | -1.1% | -8.7% |
| 3M | -6.9% | -9.8% | +2.9% | -3.7% |
| 6M | +5.8% | -31.4% | +37.2% | +25.0% |
| YTD | +5.7% | -32.1% | +37.8% | +24.2% |
| 1Y | +9.0% | -47.8% | +56.8% | +45.7% |
| 3Y | +340.5% | -22.1% | +362.6% | +375.8% |
| 5Y | +711.1% | +1.8% | +709.3% | +661.6% |
| 10Y | +2,856.4% | +132.5% | +2,723.9% | +1,881.6% |
| All | +2,856.4% | +124.8% | +2,731.7% | +1,881.6% |
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