-6.8%
AVGO vs NEM
+50.9%
-57.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.9% | -11.9% | -4.2% |
| 7D | -7.5% | +3.7% | -11.2% | -8.3% |
| 30D | -10.2% | +2.0% | -12.2% | -10.7% |
| 3M | -22.0% | +21.1% | -43.1% | -26.5% |
| 6M | -21.6% | +9.5% | -31.1% | -24.5% |
| YTD | -5.4% | +19.1% | -24.5% | -15.2% |
| 1Y | -6.8% | +51.1% | -57.9% | -26.7% |
| All | -6.8% | +50.9% | -57.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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