+2,660.6%
AVGO vs D
+48.0%
+2,612.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | +18.2% | -1.4% | +19.5% | +18.4% |
| 30D | +0.2% | +7.7% | -7.5% | -1.2% |
| 3M | -16.8% | -0.3% | -16.5% | -16.9% |
| 6M | -16.5% | +10.1% | -26.5% | -18.3% |
| YTD | +0.8% | +19.1% | -18.3% | -3.1% |
| 1Y | +2.8% | +15.9% | -13.1% | -0.7% |
| 3Y | +278.5% | +75.0% | +203.5% | +220.2% |
| 5Y | +573.1% | +13.4% | +559.7% | +551.4% |
| All | +2,660.6% | +48.0% | +2,612.6% | +2,211.5% |
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