+334.2%
AVGO vs ARM
+256.1%
+78.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.1% |
| 7D | +25.0% | +19.8% | +5.2% | +17.7% |
| 30D | +2.0% | -21.8% | +23.7% | +9.9% |
| 3M | -12.3% | -26.5% | +14.3% | -4.8% |
| 6M | -12.8% | -3.9% | -8.9% | -15.7% |
| YTD | +5.9% | +82.8% | -76.9% | -19.8% |
| 1Y | +3.3% | +34.3% | -31.0% | -12.9% |
| 3Y | +293.1% | +282.2% | +10.9% | +164.2% |
| All | +334.2% | +256.1% | +78.0% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling