+9.0%
AVGO vs ALM
+312.4%
-303.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.7% |
| 7D | -0.8% | +3.6% | -4.4% | -1.2% |
| 30D | -13.7% | +33.8% | -47.5% | -16.4% |
| 3M | -6.9% | +14.8% | -21.7% | -9.0% |
| 6M | +5.8% | -7.0% | +12.7% | +4.2% |
| YTD | +5.7% | +108.1% | -102.4% | +0.4% |
| 1Y | +9.0% | +313.8% | -304.7% | 0.0% |
| All | +9.0% | +312.4% | -303.3% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling