+3.3%
AVGO vs ACM
-46.1%
+49.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +25.0% | +5.1% | +19.9% | +24.2% |
| 30D | +2.0% | +18.7% | -16.7% | +0.3% |
| 3M | -12.3% | +15.5% | -27.7% | -13.6% |
| 6M | -12.8% | +1.2% | -14.0% | -12.8% |
| YTD | +5.9% | -25.2% | +31.1% | +11.0% |
| 1Y | +3.3% | -46.3% | +49.6% | +6.0% |
| All | +3.3% | -46.1% | +49.4% | +6.0% |
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