+1,235.8%
AVGO vs NET
+1,381.0%
-145.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.4% |
| 7D | -7.5% | -16.4% | +8.9% | -3.7% |
| 30D | -10.2% | -25.8% | +15.6% | -4.2% |
| 3M | -22.0% | -11.5% | -10.5% | -20.6% |
| 6M | -21.6% | +18.9% | -40.5% | -26.7% |
| YTD | -5.4% | +35.2% | -40.7% | -15.6% |
| 1Y | -6.8% | +14.5% | -21.3% | -13.5% |
| 3Y | +280.9% | +313.8% | -32.9% | +161.7% |
| 5Y | +548.1% | +32.6% | +515.5% | +397.5% |
| All | +1,235.8% | +1,381.0% | -145.2% | +469.3% |
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