+2,660.6%
AVGO vs ADM
+133.7%
+2,526.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.7% | -7.5% | -5.6% |
| 7D | +18.2% | +4.2% | +14.0% | +16.7% |
| 30D | +0.2% | -12.8% | +13.1% | +4.1% |
| 3M | -16.8% | -8.5% | -8.3% | -15.1% |
| 6M | -16.5% | -10.9% | -5.5% | -14.3% |
| YTD | +0.8% | +29.4% | -28.6% | -9.1% |
| 1Y | +2.8% | +27.5% | -24.7% | -7.1% |
| 3Y | +278.5% | +10.3% | +268.2% | +246.7% |
| 5Y | +573.1% | +27.4% | +545.7% | +442.1% |
| All | +2,660.6% | +133.7% | +2,526.9% | +1,442.4% |
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