+2,475.6%
AVGO vs DAR
+269.9%
+2,205.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.5% |
| 7D | 0.0% | -3.8% | +3.8% | +1.2% |
| 30D | -8.2% | -14.4% | +6.2% | -3.9% |
| 3M | -21.3% | -17.9% | -3.3% | -17.0% |
| 6M | -22.5% | -18.3% | -4.2% | -18.4% |
| YTD | -3.6% | +43.2% | -46.8% | -14.9% |
| 1Y | -6.7% | +57.7% | -64.4% | -20.3% |
| 3Y | +258.1% | +22.7% | +235.4% | +211.8% |
| 5Y | +560.9% | -34.0% | +594.9% | +592.0% |
| 10Y | +2,475.6% | +279.5% | +2,196.2% | +1,180.4% |
| All | +2,475.6% | +269.9% | +2,205.7% | +1,180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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