+258.1%
AVGO vs DD
+94.8%
+163.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.4% |
| 7D | 0.0% | +2.2% | -2.3% | -0.9% |
| 30D | -8.2% | +20.7% | -28.9% | -15.4% |
| 3M | -21.3% | +11.3% | -32.6% | -25.0% |
| 6M | -22.5% | +6.0% | -28.5% | -24.7% |
| YTD | -3.6% | +31.7% | -35.3% | -15.6% |
| 1Y | -6.7% | +32.2% | -38.9% | -18.4% |
| 3Y | +258.1% | +92.7% | +165.5% | +144.0% |
| All | +258.1% | +94.8% | +163.4% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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