+345.6%
AVGO vs NOC
+26.5%
+319.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +3.1% |
| 7D | -0.3% | -2.7% | +2.4% | -0.8% |
| 30D | -13.8% | -8.9% | -5.0% | -15.2% |
| 3M | -6.9% | -3.7% | -3.2% | -7.4% |
| 6M | +11.9% | -30.8% | +42.7% | +7.1% |
| YTD | +6.9% | -7.9% | +14.8% | +6.0% |
| 1Y | +7.4% | -9.4% | +16.8% | +6.4% |
| 3Y | +345.6% | +29.0% | +316.6% | +362.1% |
| All | +345.6% | +26.5% | +319.0% | +362.1% |
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