-1.6%
AVGO vs DT
+1.8%
-3.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | +1.0% | -2.5% | +3.6% | +1.3% |
| 30D | -13.3% | +3.5% | -16.8% | -13.6% |
| 3M | -2.9% | +26.7% | -29.6% | -5.8% |
| 6M | +5.7% | +36.1% | -30.4% | +1.3% |
| YTD | +4.6% | +18.6% | -14.0% | +0.5% |
| 1Y | -1.6% | +7.9% | -9.5% | -6.0% |
| All | -1.6% | +1.8% | -3.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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