+2,856.4%
AVGO vs DAR
+364.6%
+2,491.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -13.7% | +7.4% | -21.2% | -15.7% |
| 3M | -6.9% | +15.7% | -22.6% | -11.4% |
| 6M | +5.8% | +30.0% | -24.3% | -3.0% |
| YTD | +5.7% | +87.5% | -81.9% | -13.5% |
| 1Y | +9.0% | +113.4% | -104.3% | -15.1% |
| 3Y | +340.5% | +15.3% | +325.2% | +299.4% |
| 5Y | +711.1% | -4.3% | +715.4% | +652.4% |
| 10Y | +2,856.4% | +380.2% | +2,476.3% | +1,263.6% |
| All | +2,856.4% | +364.6% | +2,491.8% | +1,263.6% |
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