+1,366.2%
AVGO vs NET
+1,449.6%
-83.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.7% |
| 7D | -3.0% | -7.0% | +4.0% | -1.5% |
| 30D | -14.4% | -4.8% | -9.6% | -13.7% |
| 3M | -14.4% | +3.8% | -18.3% | -15.5% |
| 6M | +13.1% | +50.0% | -36.9% | +0.1% |
| YTD | +3.8% | +41.5% | -37.7% | -7.7% |
| 1Y | +17.8% | +32.8% | -15.1% | +6.2% |
| 3Y | +325.3% | +335.9% | -10.6% | +189.6% |
| 5Y | +689.9% | +113.8% | +576.1% | +447.4% |
| All | +1,366.2% | +1,449.6% | -83.4% | +523.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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