+2,664.2%
AVGO vs DAL
+141.2%
+2,523.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -14.4% | -13.9% | -0.5% | -10.1% |
| 3M | -14.4% | +1.1% | -15.5% | -15.1% |
| 6M | +13.1% | +26.2% | -13.1% | +3.5% |
| YTD | +3.8% | +16.4% | -12.6% | -2.9% |
| 1Y | +17.8% | +33.9% | -16.1% | +4.6% |
| 3Y | +325.3% | +93.4% | +231.9% | +220.6% |
| 5Y | +689.9% | +106.4% | +583.6% | +465.8% |
| All | +2,664.2% | +141.2% | +2,523.1% | +1,778.2% |
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