+718.9%
AVGO vs ADM
+64.4%
+654.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -13.8% | +11.0% | -24.9% | -14.6% |
| 3M | -6.9% | +6.0% | -12.9% | -7.4% |
| 6M | +11.9% | +26.9% | -15.0% | +9.5% |
| YTD | +6.9% | +50.0% | -43.1% | +2.6% |
| 1Y | +7.4% | +39.6% | -32.2% | +3.9% |
| 3Y | +345.6% | +18.5% | +327.0% | +347.6% |
| 5Y | +718.9% | +62.6% | +656.3% | +627.2% |
| All | +718.9% | +64.4% | +654.4% | +627.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling