+2,475.6%
AVGO vs ADM
+100.5%
+2,375.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.1% |
| 7D | 0.0% | -1.8% | +1.8% | +0.5% |
| 30D | -8.2% | -13.3% | +5.1% | -4.5% |
| 3M | -21.3% | -13.4% | -7.9% | -18.3% |
| 6M | -22.5% | -9.6% | -12.9% | -21.0% |
| YTD | -3.6% | +23.0% | -26.6% | -11.6% |
| 1Y | -6.7% | +27.4% | -34.0% | -15.8% |
| 3Y | +258.1% | +5.7% | +252.5% | +232.2% |
| 5Y | +560.9% | +22.1% | +538.8% | +440.5% |
| 10Y | +2,475.6% | +106.0% | +2,369.7% | +1,354.9% |
| All | +2,475.6% | +100.5% | +2,375.2% | +1,354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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