+695.2%
AVGO vs ACM
+5.6%
+689.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.0% | -3.7% | +0.8% | -1.2% |
| 30D | -14.4% | -11.1% | -3.3% | -9.9% |
| 3M | -14.4% | -8.0% | -6.4% | -11.9% |
| 6M | +13.1% | -29.7% | +42.8% | +34.4% |
| YTD | +3.8% | -29.4% | +33.2% | +21.4% |
| 1Y | +17.8% | -46.4% | +64.2% | +61.9% |
| 3Y | +325.3% | -22.3% | +347.6% | +353.1% |
| All | +695.2% | +5.6% | +689.6% | +609.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling