+32,355.3%
AVGO vs DVA
+601.0%
+31,754.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.4% |
| 7D | -0.3% | +2.2% | -2.5% | -0.8% |
| 30D | -13.8% | -2.0% | -11.8% | -13.6% |
| 3M | -6.9% | -6.3% | -0.7% | -6.6% |
| 6M | +11.9% | +19.4% | -7.5% | +5.4% |
| YTD | +6.9% | +58.5% | -51.6% | -7.3% |
| 1Y | +7.4% | +33.9% | -26.5% | -3.1% |
| 3Y | +345.6% | +88.4% | +257.1% | +250.4% |
| 5Y | +718.9% | +39.5% | +679.4% | +580.5% |
| 10Y | +2,755.4% | +179.5% | +2,575.9% | +1,595.3% |
| All | +32,355.3% | +601.0% | +31,754.3% | +13,362.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling