+2,584.7%
AVGO vs DIA
+238.0%
+2,346.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.3% |
| 7D | +6.1% | -1.6% | +7.7% | +8.7% |
| 30D | -2.7% | +1.3% | -4.0% | -3.9% |
| 3M | -16.9% | -2.1% | -14.8% | -14.6% |
| 6M | -19.1% | +6.2% | -25.4% | -25.0% |
| YTD | +0.3% | +10.3% | -10.1% | -11.1% |
| 1Y | -1.2% | +11.0% | -12.2% | -13.0% |
| 3Y | +272.4% | +60.4% | +212.1% | +113.3% |
| 5Y | +579.0% | +59.1% | +519.9% | +299.2% |
| 10Y | +2,584.7% | +237.1% | +2,347.7% | +481.1% |
| All | +2,584.7% | +238.0% | +2,346.7% | +481.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 10y: compounded portfolio wealth divided by compounded DIA 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…
10y analysis · Full analysis span regression · 6 months rolling