+711.1%
AVGO vs DG
-39.5%
+750.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -1.0% |
| 7D | -0.8% | -4.8% | +4.0% | -0.6% |
| 30D | -13.7% | +1.8% | -15.5% | -13.8% |
| 3M | -6.9% | +14.5% | -21.4% | -7.6% |
| 6M | +5.8% | -13.6% | +19.3% | +6.0% |
| YTD | +5.7% | -4.8% | +10.5% | +5.5% |
| 1Y | +9.0% | +21.6% | -12.5% | +7.5% |
| 3Y | +340.5% | +4.5% | +336.0% | +342.6% |
| 5Y | +711.1% | -38.5% | +749.5% | +822.3% |
| All | +711.1% | -39.5% | +750.6% | +822.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling