-1.6%
AVGO vs NEM
+64.6%
-66.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +1.0% | -3.3% | +4.3% | +1.7% |
| 30D | -13.3% | +7.8% | -21.1% | -15.0% |
| 3M | -2.9% | +36.3% | -39.1% | -10.8% |
| 6M | +5.7% | +6.6% | -0.8% | +1.9% |
| YTD | +4.6% | +27.1% | -22.5% | -4.6% |
| 1Y | -1.6% | +62.3% | -64.0% | -18.8% |
| All | -1.6% | +64.6% | -66.3% | -18.8% |
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