+32,630.4%
AVGO vs DG
+606.1%
+32,024.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -3.0% | +8.4% | -11.4% | -4.5% |
| 30D | -14.4% | +4.9% | -19.4% | -15.3% |
| 3M | -14.4% | +29.3% | -43.8% | -19.1% |
| 6M | +13.1% | -11.3% | +24.4% | +15.0% |
| YTD | +3.8% | +1.8% | +2.0% | +2.4% |
| 1Y | +17.8% | +25.3% | -7.6% | +10.5% |
| 3Y | +325.3% | +9.1% | +316.2% | +293.4% |
| 5Y | +689.9% | -34.9% | +724.8% | +741.3% |
| 10Y | +2,597.0% | +108.2% | +2,488.8% | +1,948.5% |
| All | +32,630.4% | +606.1% | +32,024.3% | +16,800.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling