-6.8%
AVGO vs ARM
+18.4%
-25.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -0.5% |
| 7D | -7.5% | -18.7% | +11.2% | -1.9% |
| 30D | -10.2% | -36.7% | +26.5% | +1.9% |
| 3M | -22.0% | -31.6% | +9.6% | -14.3% |
| 6M | -21.6% | -5.6% | -15.9% | -21.1% |
| YTD | -5.4% | +75.5% | -80.9% | -26.7% |
| 1Y | -6.8% | +19.3% | -26.2% | +6.4% |
| All | -6.8% | +18.4% | -25.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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