+570.0%
AVGO vs DG
-35.8%
+605.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.4% | -4.8% |
| 7D | +18.2% | +0.3% | +17.9% | +18.1% |
| 30D | +0.2% | +3.2% | -3.0% | +0.1% |
| 3M | -16.8% | +10.4% | -27.2% | -17.1% |
| 6M | -16.5% | +33.2% | -49.6% | -17.4% |
| YTD | +0.8% | +3.0% | -2.2% | +0.4% |
| 1Y | +2.8% | +31.2% | -28.4% | +1.3% |
| 3Y | +278.5% | +21.8% | +256.7% | +272.7% |
| All | +570.0% | -35.8% | +605.9% | +672.3% |
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