+2,660.6%
AVGO vs ALM
+2,100.8%
+559.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +7.7% | -12.5% | -5.1% |
| 7D | +18.2% | +1.2% | +16.9% | +18.0% |
| 30D | +0.2% | -19.3% | +19.6% | +1.1% |
| 3M | -16.8% | -40.6% | +23.9% | -15.0% |
| 6M | -16.5% | -57.9% | +41.5% | -13.8% |
| YTD | +0.8% | -6.7% | +7.5% | +0.8% |
| 1Y | +2.8% | +20.2% | -17.3% | +1.8% |
| 3Y | +278.5% | +879.4% | -600.9% | +247.7% |
| 5Y | +573.1% | +415.3% | +157.8% | +522.5% |
| All | +2,660.6% | +2,100.8% | +559.8% | +2,264.4% |
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