+2,300.3%
AVGO vs DAL
+136.2%
+2,164.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.3% | +3.5% | +7.0% |
| 7D | -0.9% | +10.0% | -10.9% | -3.9% |
| 30D | -11.6% | +12.0% | -23.7% | -15.0% |
| 3M | -25.2% | +0.8% | -26.0% | -25.5% |
| 6M | -25.4% | +26.2% | -51.6% | -31.6% |
| YTD | -7.2% | +33.7% | -40.9% | -17.2% |
| 1Y | -7.9% | +57.6% | -65.5% | -22.4% |
| 3Y | +262.1% | +183.5% | +78.6% | +141.1% |
| 5Y | +525.7% | +114.2% | +411.5% | +342.2% |
| 10Y | +2,300.3% | +128.1% | +2,172.2% | +1,577.6% |
| All | +2,300.3% | +136.2% | +2,164.1% | +1,577.6% |
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