+244.4%
AVGO vs D
+79.5%
+164.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.3% |
| 7D | -9.9% | +3.0% | -12.9% | -9.1% |
| 30D | -22.0% | +11.5% | -33.5% | -19.4% |
| 3M | -30.0% | +3.7% | -33.8% | -29.1% |
| 6M | -30.7% | +13.5% | -44.3% | -28.0% |
| YTD | -14.7% | +20.7% | -35.4% | -9.6% |
| 1Y | -16.8% | +18.2% | -35.0% | -12.1% |
| 3Y | +244.4% | +73.3% | +171.1% | +305.3% |
| All | +244.4% | +79.5% | +164.9% | +305.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling