+332.9%
AVGO vs ACM
-19.2%
+352.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.0% | -3.7% | +0.8% | -1.5% |
| 30D | -14.4% | -11.1% | -3.3% | -10.4% |
| 3M | -14.4% | -8.0% | -6.4% | -12.1% |
| 6M | +13.1% | -29.7% | +42.8% | +32.5% |
| YTD | +3.8% | -29.4% | +33.2% | +19.8% |
| 1Y | +17.8% | -46.4% | +64.2% | +59.0% |
| All | +332.9% | -19.2% | +352.1% | +342.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling