+2,770.9%
AVGO vs DVA
+187.8%
+2,583.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.1% | -1.3% | +2.5% | +1.3% |
| 30D | -13.0% | 0.0% | -13.0% | -13.0% |
| 3M | -6.0% | -10.9% | +5.0% | -5.1% |
| 6M | +6.4% | +17.3% | -10.9% | +2.5% |
| YTD | +5.0% | +59.8% | -54.8% | -4.7% |
| 1Y | +1.4% | +36.3% | -34.9% | -5.4% |
| 3Y | +336.8% | +88.6% | +248.2% | +270.2% |
| 5Y | +698.2% | +47.5% | +650.7% | +596.7% |
| All | +2,770.9% | +187.8% | +2,583.1% | +1,977.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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