+718.9%
AVGO vs ARMK
+148.1%
+570.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.4% |
| 7D | -0.3% | +1.7% | -2.0% | -1.0% |
| 30D | -13.8% | +3.1% | -17.0% | -15.3% |
| 3M | -6.9% | +9.2% | -16.2% | -11.0% |
| 6M | +11.9% | +43.7% | -31.7% | -5.9% |
| YTD | +6.9% | +57.4% | -50.5% | -14.2% |
| 1Y | +7.4% | +51.9% | -44.4% | -12.9% |
| 3Y | +345.6% | +125.4% | +220.2% | +188.8% |
| 5Y | +718.9% | +149.1% | +569.8% | +402.9% |
| All | +718.9% | +148.1% | +570.8% | +402.9% |
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