+244.4%
AVGO vs ARM
+223.5%
+20.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.8% |
| 7D | -9.9% | -15.2% | +5.3% | -5.0% |
| 30D | -22.0% | -40.7% | +18.7% | -8.0% |
| 3M | -30.0% | -39.1% | +9.0% | -19.2% |
| 6M | -30.7% | -26.4% | -4.3% | -27.0% |
| YTD | -14.7% | +59.7% | -74.4% | -32.6% |
| 1Y | -16.8% | +10.3% | -27.1% | -25.2% |
| 3Y | +244.4% | +228.9% | +15.6% | +148.9% |
| All | +244.4% | +223.5% | +20.9% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling