+31,416.6%
AVGO vs NOC
+1,640.0%
+29,776.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | -3.0% | -5.2% | +2.2% | -1.3% |
| 30D | -14.4% | -7.2% | -7.2% | -12.6% |
| 3M | -14.4% | -5.1% | -9.3% | -13.5% |
| 6M | +13.1% | -31.1% | +44.2% | +26.5% |
| YTD | +3.8% | -8.6% | +12.4% | +4.4% |
| 1Y | +17.8% | -9.7% | +27.5% | +18.7% |
| 3Y | +325.3% | +24.3% | +301.0% | +263.6% |
| 5Y | +689.9% | +52.6% | +637.3% | +485.7% |
| 10Y | +2,597.0% | +183.6% | +2,413.4% | +1,168.9% |
| All | +31,416.6% | +1,640.0% | +29,776.6% | +4,454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling