+2,660.6%
AVGO vs NEM
+363.4%
+2,297.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -4.8% |
| 7D | +18.2% | -6.4% | +24.6% | +19.5% |
| 30D | +0.2% | +1.4% | -1.2% | -0.3% |
| 3M | -16.8% | -0.7% | -16.1% | -17.2% |
| 6M | -16.5% | -4.5% | -12.0% | -16.6% |
| YTD | +0.8% | +14.0% | -13.2% | -3.3% |
| 1Y | +2.8% | +27.3% | -24.5% | -3.4% |
| 3Y | +278.5% | +250.5% | +28.0% | +197.0% |
| 5Y | +573.1% | +121.1% | +452.0% | +451.4% |
| All | +2,660.6% | +363.4% | +2,297.2% | +2,028.6% |
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