+718.9%
AVGO vs ALM
+1,033.0%
-314.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.8% | -5.8% | +2.5% |
| 7D | -0.3% | +8.4% | -8.7% | -0.8% |
| 30D | -13.8% | +34.8% | -48.7% | -15.4% |
| 3M | -6.9% | +16.2% | -23.2% | -8.2% |
| 6M | +11.9% | +2.1% | +9.8% | +10.7% |
| YTD | +6.9% | +117.0% | -110.1% | +2.4% |
| 1Y | +7.4% | +313.9% | -306.4% | -0.2% |
| 3Y | +345.6% | +2,327.9% | -1,982.4% | +291.5% |
| 5Y | +718.9% | +1,040.6% | -321.8% | +626.7% |
| All | +718.9% | +1,033.0% | -314.2% | +626.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling