+31,416.6%
AVGO vs ACM
+116.0%
+31,300.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 3M | -14.4% | -8.0% | -6.4% | -12.2% |
| 6M | +13.1% | -29.7% | +42.8% | +31.3% |
| YTD | +3.8% | -29.4% | +33.2% | +19.1% |
| 1Y | +17.8% | -46.4% | +64.2% | +53.8% |
| 3Y | +325.3% | -22.3% | +347.6% | +360.9% |
| 5Y | +689.9% | +4.5% | +685.5% | +637.4% |
| 10Y | +2,597.0% | +127.6% | +2,469.4% | +1,524.7% |
| All | +31,416.6% | +116.0% | +31,300.6% | +16,509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling