+29,187.4%
AVGO vs DD
+476.8%
+28,710.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.4% |
| 7D | 0.0% | +2.2% | -2.3% | -0.8% |
| 30D | -8.2% | +20.7% | -28.9% | -16.1% |
| 3M | -21.3% | +11.3% | -32.6% | -25.3% |
| 6M | -22.5% | +6.0% | -28.5% | -24.8% |
| YTD | -3.6% | +31.7% | -35.3% | -16.6% |
| 1Y | -6.7% | +32.2% | -38.9% | -19.5% |
| 3Y | +258.1% | +92.7% | +165.5% | +149.9% |
| 5Y | +560.9% | +72.1% | +488.8% | +380.6% |
| 10Y | +2,475.6% | +99.7% | +2,376.0% | +1,490.9% |
| All | +29,187.4% | +476.8% | +28,710.6% | +11,285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling