+2,770.9%
AVGO vs NTAP
+650.8%
+2,120.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.2% | -3.8% |
| 7D | +1.1% | +7.4% | -6.2% | -2.5% |
| 30D | -13.0% | -1.4% | -11.6% | -12.8% |
| 3M | -6.0% | +24.6% | -30.5% | -16.3% |
| 6M | +6.4% | +105.9% | -99.5% | -27.8% |
| YTD | +5.0% | +88.5% | -83.5% | -26.0% |
| 1Y | +1.4% | +62.1% | -60.7% | -22.8% |
| 3Y | +336.8% | +169.1% | +167.8% | +162.7% |
| 5Y | +698.2% | +141.9% | +556.3% | +394.8% |
| All | +2,770.9% | +650.8% | +2,120.2% | +1,022.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling