+2,798.6%
AVGO vs ARMK
+131.1%
+2,667.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +25.0% | +7.1% | +17.9% | +21.8% |
| 30D | +2.0% | -1.6% | +3.6% | +2.8% |
| 3M | -12.3% | -10.5% | -1.7% | -8.5% |
| 6M | -12.8% | +11.8% | -24.6% | -16.8% |
| YTD | +5.9% | +47.3% | -41.4% | -9.7% |
| 1Y | +3.3% | +41.5% | -38.1% | -10.7% |
| 3Y | +293.1% | +95.3% | +197.8% | +195.1% |
| 5Y | +606.7% | +108.1% | +498.6% | +411.4% |
| All | +2,798.6% | +131.1% | +2,667.5% | +1,764.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling