+345.6%
AVGO vs DD
+47.1%
+298.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.3% | -0.6% | +0.3% | 0.0% |
| 30D | -13.8% | -7.4% | -6.4% | -11.0% |
| 3M | -6.9% | -6.4% | -0.5% | -4.5% |
| 6M | +11.9% | -2.5% | +14.4% | +12.8% |
| YTD | +6.9% | +10.2% | -3.4% | +1.4% |
| 1Y | +7.4% | +36.9% | -29.5% | -8.3% |
| 3Y | +345.6% | +47.0% | +298.5% | +266.1% |
| All | +345.6% | +47.1% | +298.5% | +266.1% |
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