+12,716.3%
AVGO vs ALM
+7,705.7%
+5,010.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -3.0% | -2.6% | -0.3% | -2.9% |
| 30D | -14.4% | +32.0% | -46.4% | -14.5% |
| 3M | -14.4% | -15.0% | +0.6% | -14.4% |
| 6M | +13.1% | -10.1% | +23.3% | +13.1% |
| YTD | +3.8% | +99.4% | -95.6% | +3.5% |
| 1Y | +17.8% | +316.4% | -298.6% | +17.2% |
| 3Y | +325.3% | +2,022.0% | -1,696.7% | +321.6% |
| 5Y | +689.9% | +941.2% | -251.3% | +683.7% |
| 10Y | +2,597.0% | +2,950.3% | -353.3% | +2,568.2% |
| All | +12,716.3% | +7,705.7% | +5,010.5% | +12,543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling