+579.0%
AVGO vs DT
-39.8%
+618.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.5% |
| 7D | +6.1% | -5.4% | +11.5% | +7.9% |
| 30D | -2.7% | -32.2% | +29.5% | +8.3% |
| 3M | -16.9% | -10.9% | -6.0% | -15.0% |
| 6M | -19.1% | +10.0% | -29.1% | -23.3% |
| YTD | +0.3% | +2.1% | -1.8% | -3.5% |
| 1Y | -1.2% | -5.5% | +4.3% | -2.6% |
| 3Y | +272.4% | -12.4% | +284.8% | +269.6% |
| 5Y | +579.0% | -39.7% | +618.7% | +603.4% |
| All | +579.0% | -39.8% | +618.8% | +603.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling