-6.8%
AVGO vs DRI
+34.0%
-40.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -1.5% |
| 7D | -7.5% | +6.5% | -14.0% | -6.9% |
| 30D | -10.2% | +16.4% | -26.6% | -9.1% |
| 3M | -22.0% | +13.6% | -35.7% | -21.2% |
| 6M | -21.6% | +22.0% | -43.6% | -20.8% |
| YTD | -5.4% | +29.3% | -34.7% | -1.3% |
| 1Y | -6.8% | +32.0% | -38.9% | -3.2% |
| All | -6.8% | +34.0% | -40.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling