+2,761.7%
AVGO vs NEM
+316.8%
+2,444.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | +1.0% | -3.3% | +4.3% | +1.6% |
| 30D | -13.3% | +7.8% | -21.1% | -14.7% |
| 3M | -2.9% | +36.3% | -39.1% | -8.6% |
| 6M | +5.7% | +6.6% | -0.8% | +3.6% |
| YTD | +4.6% | +27.1% | -22.5% | -1.1% |
| 1Y | -1.6% | +62.3% | -64.0% | -11.2% |
| 3Y | +336.2% | +245.1% | +91.2% | +245.4% |
| 5Y | +695.6% | +154.0% | +541.7% | +542.6% |
| All | +2,761.7% | +316.8% | +2,444.9% | +2,132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling