+718.9%
AVGO vs DD
+61.7%
+657.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.6% |
| 3M | -6.9% | -6.4% | -0.5% | -4.1% |
| 6M | +11.9% | -2.5% | +14.4% | +12.8% |
| YTD | +6.9% | +10.2% | -3.4% | +0.2% |
| 1Y | +7.4% | +36.9% | -29.5% | -11.0% |
| 3Y | +345.6% | +47.0% | +298.5% | +244.7% |
| 5Y | +718.9% | +63.1% | +655.7% | +492.6% |
| All | +718.9% | +61.7% | +657.2% | +492.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling