+297.5%
AVGO vs NOC
+24.4%
+273.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.9% | +5.5% |
| 7D | +25.0% | +4.5% | +20.4% | +26.0% |
| 30D | +2.0% | +14.1% | -12.1% | +4.9% |
| 3M | -12.3% | -4.5% | -7.8% | -12.7% |
| 6M | -12.8% | -0.8% | -12.0% | -12.2% |
| YTD | +5.9% | -2.5% | +8.4% | +6.5% |
| 1Y | +3.3% | -0.1% | +3.4% | +4.5% |
| All | +297.5% | +24.4% | +273.1% | +331.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling