+30,513.3%
AVGO vs NOC
+1,759.8%
+28,753.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | +18.2% | +4.8% | +13.3% | +16.5% |
| 30D | +0.2% | +11.0% | -10.8% | -3.2% |
| 3M | -16.8% | -3.8% | -13.0% | -16.2% |
| 6M | -16.5% | +0.6% | -17.1% | -17.6% |
| YTD | +0.8% | -2.3% | +3.1% | -1.0% |
| 1Y | +2.8% | +0.3% | +2.6% | -0.1% |
| 3Y | +278.5% | +24.6% | +253.9% | +226.6% |
| 5Y | +573.1% | +66.0% | +507.1% | +385.0% |
| 10Y | +2,598.7% | +161.2% | +2,437.5% | +1,275.5% |
| All | +30,513.3% | +1,759.8% | +28,753.5% | +4,217.8% |
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