+31,416.6%
AVGO vs NTAP
+1,004.9%
+30,411.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -14.4% | -0.5% | -13.9% | -14.5% |
| 3M | -14.4% | +4.1% | -18.5% | -16.5% |
| 6M | +13.1% | +88.0% | -74.8% | -18.2% |
| YTD | +3.8% | +75.6% | -71.8% | -22.9% |
| 1Y | +17.8% | +58.9% | -41.1% | -8.3% |
| 3Y | +325.3% | +153.6% | +171.7% | +168.6% |
| 5Y | +689.9% | +127.6% | +562.3% | +417.3% |
| 10Y | +2,597.0% | +580.4% | +2,016.6% | +908.9% |
| All | +31,416.6% | +1,004.9% | +30,411.7% | +8,743.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling