+2,789.9%
AVGO vs DG
+101.7%
+2,688.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -0.7% |
| 7D | -0.8% | -4.8% | +4.0% | -0.1% |
| 30D | -13.7% | +1.8% | -15.5% | -14.1% |
| 3M | -6.9% | +14.5% | -21.4% | -9.3% |
| 6M | +5.8% | -13.6% | +19.3% | +7.6% |
| YTD | +5.7% | -4.8% | +10.5% | +5.5% |
| 1Y | +9.0% | +21.6% | -12.5% | +3.8% |
| 3Y | +340.5% | +4.5% | +336.0% | +316.8% |
| 5Y | +711.1% | -38.5% | +749.5% | +802.8% |
| All | +2,789.9% | +101.7% | +2,688.2% | +2,440.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling