+691.7%
AVGO vs D
+5.6%
+686.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -3.0% | +1.5% | -4.4% | -2.9% |
| 30D | -14.4% | -2.6% | -11.9% | -14.5% |
| 3M | -14.4% | 0.0% | -14.4% | -14.4% |
| 6M | +13.1% | +7.4% | +5.8% | +13.3% |
| YTD | +3.8% | +15.9% | -12.1% | +4.0% |
| 1Y | +17.8% | +18.1% | -0.3% | +18.0% |
| 3Y | +325.3% | +58.4% | +266.9% | +313.4% |
| All | +691.7% | +5.6% | +686.1% | +753.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling