+31,692.2%
AVGO vs DG
+614.5%
+31,077.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.4% | -4.7% |
| 7D | +18.2% | +0.3% | +17.9% | +18.1% |
| 30D | +0.2% | +3.2% | -3.0% | -0.7% |
| 3M | -16.8% | +10.4% | -27.2% | -18.8% |
| 6M | -16.5% | +33.2% | -49.6% | -21.8% |
| YTD | +0.8% | +3.0% | -2.2% | -1.2% |
| 1Y | +2.8% | +31.2% | -28.4% | -4.7% |
| 3Y | +278.5% | +21.8% | +256.7% | +238.7% |
| 5Y | +573.1% | -35.0% | +608.0% | +615.4% |
| 10Y | +2,598.7% | +106.0% | +2,492.6% | +1,950.5% |
| All | +31,692.2% | +614.5% | +31,077.7% | +16,202.8% |
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