+31,416.6%
AVGO vs ADM
+365.2%
+31,051.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | +3.8% | -6.7% | -4.3% |
| 30D | -14.4% | +9.8% | -24.2% | -17.6% |
| 3M | -14.4% | +2.1% | -16.6% | -15.5% |
| 6M | +13.1% | +27.5% | -14.4% | +1.9% |
| YTD | +3.8% | +50.2% | -46.4% | -12.7% |
| 1Y | +17.8% | +40.6% | -22.8% | +1.0% |
| 3Y | +325.3% | +17.2% | +308.0% | +275.6% |
| 5Y | +689.9% | +61.9% | +628.0% | +470.4% |
| 10Y | +2,597.0% | +159.3% | +2,437.7% | +1,355.9% |
| All | +31,416.6% | +365.2% | +31,051.4% | +11,536.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling