+2,856.4%
AVGO vs DIA
+246.0%
+2,610.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.2% |
| 7D | -0.8% | -1.2% | +0.5% | +0.6% |
| 30D | -13.7% | -2.7% | -11.0% | -10.9% |
| 3M | -6.9% | +3.3% | -10.2% | -10.7% |
| 6M | +5.8% | +10.4% | -4.7% | -6.5% |
| YTD | +5.7% | +10.0% | -4.3% | -6.3% |
| 1Y | +9.0% | +16.2% | -7.2% | -9.5% |
| 3Y | +340.5% | +58.7% | +281.8% | +155.5% |
| 5Y | +711.1% | +63.6% | +647.5% | +361.9% |
| 10Y | +2,856.4% | +251.0% | +2,605.4% | +670.7% |
| All | +2,856.4% | +246.0% | +2,610.5% | +670.7% |
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