+2,761.7%
AVGO vs DG
+99.2%
+2,662.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +1.0% | -6.3% | +7.3% | +2.0% |
| 30D | -13.3% | +2.4% | -15.7% | -13.7% |
| 3M | -2.9% | +12.4% | -15.3% | -5.1% |
| 6M | +5.7% | -14.9% | +20.6% | +7.8% |
| YTD | +4.6% | -6.1% | +10.7% | +4.7% |
| 1Y | -1.6% | +17.9% | -19.5% | -5.9% |
| 3Y | +336.2% | +3.1% | +333.1% | +313.6% |
| 5Y | +695.6% | -38.7% | +734.3% | +783.9% |
| All | +2,761.7% | +99.2% | +2,662.6% | +2,420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling