+10.1%
AVGO vs DRAM
+66.1%
-56.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.4% | -6.4% | +0.4% |
| 7D | +6.1% | -0.6% | +6.6% | +5.9% |
| 30D | -2.7% | -18.0% | +15.4% | +3.2% |
| 3M | -16.9% | -11.9% | -5.0% | -14.3% |
| 6M | -19.1% | -18.6% | -0.6% | -15.5% |
| All | +10.1% | +66.1% | -56.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 DRAM 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