+474.0%
AVGO vs ARMK
+96.3%
+377.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.7% | -1.3% |
| 7D | -9.9% | -2.6% | -7.3% | -8.8% |
| 30D | -22.0% | -5.2% | -16.8% | -20.0% |
| 3M | -30.0% | -6.5% | -23.5% | -28.2% |
| 6M | -30.7% | +15.3% | -46.0% | -35.8% |
| YTD | -14.7% | +43.6% | -58.3% | -29.2% |
| 1Y | -16.8% | +42.1% | -58.8% | -30.9% |
| 3Y | +244.4% | +94.0% | +150.4% | +135.8% |
| All | +474.0% | +96.3% | +377.7% | +259.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling