+2,475.6%
AVGO vs ALM
+2,040.7%
+434.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.2% | +11.1% | +4.3% |
| 7D | 0.0% | -6.3% | +6.3% | +0.3% |
| 30D | -8.2% | -31.4% | +23.2% | -6.6% |
| 3M | -21.3% | -40.6% | +19.3% | -19.6% |
| 6M | -22.5% | -58.6% | +36.1% | -20.0% |
| YTD | -3.6% | -7.6% | +4.1% | -3.5% |
| 1Y | -6.7% | +13.8% | -20.5% | -7.4% |
| 3Y | +258.1% | +842.1% | -584.0% | +229.5% |
| 5Y | +560.9% | +407.4% | +153.5% | +511.9% |
| 10Y | +2,475.6% | +2,079.4% | +396.2% | +2,105.6% |
| All | +2,475.6% | +2,040.7% | +434.9% | +2,105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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