+2,660.6%
AVGO vs DAR
+311.7%
+2,348.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -5.1% |
| 7D | +18.2% | +11.6% | +6.6% | +14.5% |
| 30D | +0.2% | -10.2% | +10.5% | +3.4% |
| 3M | -16.8% | -14.8% | -2.0% | -13.2% |
| 6M | -16.5% | -10.1% | -6.4% | -14.5% |
| YTD | +0.8% | +55.5% | -54.7% | -13.2% |
| 1Y | +2.8% | +61.7% | -58.9% | -12.7% |
| 3Y | +278.5% | +37.2% | +241.4% | +218.3% |
| 5Y | +573.1% | -26.9% | +600.0% | +582.8% |
| All | +2,660.6% | +311.7% | +2,348.9% | +1,240.4% |
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