+278.5%
AVGO vs NEM
+252.4%
+26.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -4.9% |
| 7D | +18.2% | -6.4% | +24.6% | +19.7% |
| 30D | +0.2% | +1.4% | -1.2% | -0.5% |
| 3M | -16.8% | -0.7% | -16.1% | -17.3% |
| 6M | -16.5% | -4.5% | -12.0% | -16.8% |
| YTD | +0.8% | +14.0% | -13.2% | -4.9% |
| 1Y | +2.8% | +27.3% | -24.5% | -5.8% |
| 3Y | +278.5% | +250.5% | +28.0% | +203.7% |
| All | +278.5% | +252.4% | +26.2% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling