-6.7%
AVGO vs ADM
+25.0%
-31.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.8% |
| 7D | 0.0% | -1.8% | +1.8% | -0.4% |
| 30D | -8.2% | -13.3% | +5.1% | -10.2% |
| 3M | -21.3% | -13.4% | -7.9% | -22.9% |
| 6M | -22.5% | -9.6% | -12.9% | -22.8% |
| YTD | -3.6% | +23.0% | -26.6% | +8.3% |
| 1Y | -6.7% | +27.4% | -34.0% | +7.8% |
| All | -6.7% | +25.0% | -31.7% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling