+2,856.4%
AVGO vs ALM
+3,082.3%
-225.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.0% |
| 7D | -0.8% | +3.6% | -4.4% | -0.9% |
| 30D | -13.7% | +33.8% | -47.5% | -14.8% |
| 3M | -6.9% | +14.8% | -21.7% | -7.8% |
| 6M | +5.8% | -7.0% | +12.7% | +5.3% |
| YTD | +5.7% | +108.1% | -102.4% | +2.3% |
| 1Y | +9.0% | +313.8% | -304.7% | +2.8% |
| 3Y | +340.5% | +2,227.6% | -1,887.1% | +290.9% |
| 5Y | +711.1% | +956.6% | -245.6% | +629.7% |
| 10Y | +2,856.4% | +3,082.3% | -225.9% | +2,362.2% |
| All | +2,856.4% | +3,082.3% | -225.9% | +2,362.2% |
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