+2,755.4%
AVGO vs D
+35.9%
+2,719.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -13.8% | -0.7% | -13.1% | -13.7% |
| 3M | -6.9% | +2.1% | -9.0% | -7.4% |
| 6M | +11.9% | +6.8% | +5.1% | +10.1% |
| YTD | +6.9% | +16.5% | -9.7% | +3.2% |
| 1Y | +7.4% | +19.2% | -11.7% | +2.9% |
| 3Y | +345.6% | +61.9% | +283.7% | +283.3% |
| 5Y | +718.9% | +6.5% | +712.3% | +705.5% |
| 10Y | +2,755.4% | +35.3% | +2,720.1% | +2,440.5% |
| All | +2,755.4% | +35.9% | +2,719.5% | +2,440.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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