+345.6%
AVGO vs DG
+10.3%
+335.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.0% | +7.0% | +2.7% |
| 7D | -0.3% | -2.5% | +2.2% | -0.5% |
| 30D | -13.8% | +1.0% | -14.9% | -13.8% |
| 3M | -6.9% | +20.3% | -27.2% | -5.8% |
| 6M | +11.9% | -11.7% | +23.7% | +10.7% |
| YTD | +6.9% | -2.3% | +9.2% | +6.6% |
| 1Y | +7.4% | +20.0% | -12.6% | +9.0% |
| 3Y | +345.6% | +7.2% | +338.3% | +405.2% |
| All | +345.6% | +10.3% | +335.2% | +405.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling