+10,507.9%
AVGO vs ARMK
+350.8%
+10,157.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -3.0% | -2.4% | -0.5% | -2.1% |
| 30D | -14.4% | 0.0% | -14.5% | -14.7% |
| 3M | -14.4% | +6.7% | -21.1% | -17.0% |
| 6M | +13.1% | +38.8% | -25.7% | -1.3% |
| YTD | +3.8% | +55.2% | -51.4% | -13.7% |
| 1Y | +17.8% | +46.6% | -28.8% | -0.3% |
| 3Y | +325.3% | +112.9% | +212.4% | +206.2% |
| 5Y | +689.9% | +144.0% | +546.0% | +433.0% |
| 10Y | +2,597.0% | +132.4% | +2,464.6% | +1,553.6% |
| All | +10,507.9% | +350.8% | +10,157.1% | +5,794.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling