-10.2%
AVGO vs ARMK
+46.1%
-56.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.2% | +4.6% | +7.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | -11.6% | -0.4% | -11.3% | -11.8% |
| 3M | -25.2% | -2.0% | -23.2% | -25.2% |
| 6M | -25.4% | +22.0% | -47.4% | -27.1% |
| YTD | -7.2% | +49.6% | -56.8% | -7.5% |
| All | -10.2% | +46.1% | -56.3% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling