+2,770.9%
AVGO vs NOC
+192.5%
+2,578.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.1% | +0.8% | +0.4% | +1.0% |
| 30D | -13.0% | -9.7% | -3.3% | -11.6% |
| 3M | -6.0% | -5.6% | -0.3% | -5.4% |
| 6M | +6.4% | -28.6% | +35.0% | +12.5% |
| YTD | +5.0% | -7.9% | +12.9% | +5.1% |
| 1Y | +1.4% | -9.5% | +10.9% | +1.7% |
| 3Y | +336.8% | +28.4% | +308.4% | +293.4% |
| 5Y | +698.2% | +59.0% | +639.3% | +550.4% |
| All | +2,770.9% | +192.5% | +2,578.5% | +1,962.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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