-12.8%
AVGO vs NOC
+0.7%
-13.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.9% | +5.4% |
| 7D | +25.0% | +4.5% | +20.4% | +26.8% |
| 30D | +2.0% | +14.1% | -12.1% | +8.3% |
| 3M | -12.3% | -4.5% | -7.8% | -13.7% |
| 6M | -12.8% | -0.8% | -12.0% | -15.1% |
| All | -12.8% | +0.7% | -13.5% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling