+2.8%
AVGO vs DASH
-13.3%
+16.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -4.7% |
| 7D | +18.2% | -4.5% | +22.7% | +18.6% |
| 30D | +0.2% | -6.8% | +7.0% | +1.2% |
| 3M | -16.8% | -20.7% | +3.9% | -15.2% |
| 6M | -16.5% | +15.1% | -31.5% | -18.6% |
| YTD | +0.8% | -24.3% | +25.1% | -2.3% |
| 1Y | +2.8% | -12.1% | +15.0% | +3.5% |
| All | +2.8% | -13.3% | +16.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling