+2,475.6%
AVGO vs DAL
+128.3%
+2,347.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.8% |
| 7D | 0.0% | +10.7% | -10.8% | -3.3% |
| 30D | -8.2% | +12.5% | -20.7% | -11.8% |
| 3M | -21.3% | +3.6% | -24.9% | -22.3% |
| 6M | -22.5% | +26.7% | -49.3% | -29.0% |
| YTD | -3.6% | +34.3% | -37.8% | -14.1% |
| 1Y | -6.7% | +59.1% | -65.8% | -21.6% |
| 3Y | +258.1% | +179.9% | +78.3% | +139.3% |
| 5Y | +560.9% | +119.1% | +441.7% | +363.7% |
| 10Y | +2,475.6% | +125.6% | +2,350.0% | +1,680.0% |
| All | +2,475.6% | +128.3% | +2,347.4% | +1,680.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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