+345.6%
AVGO vs DT
+3.8%
+341.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +3.8% |
| 7D | -0.3% | -4.9% | +4.6% | +0.9% |
| 30D | -13.8% | +2.7% | -16.5% | -14.6% |
| 3M | -6.9% | +20.0% | -26.9% | -12.2% |
| 6M | +11.9% | +28.0% | -16.1% | +2.6% |
| YTD | +6.9% | +16.0% | -9.2% | +1.1% |
| 1Y | +7.4% | +0.7% | +6.7% | +6.1% |
| 3Y | +345.6% | +6.2% | +339.4% | +322.5% |
| All | +345.6% | +3.8% | +341.7% | +322.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling