+30,355.4%
AVGO vs NTAP
+992.7%
+29,362.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +2.1% |
| 7D | +6.1% | -2.4% | +8.5% | +7.6% |
| 30D | -2.7% | -23.4% | +20.8% | +10.2% |
| 3M | -16.9% | -7.5% | -9.4% | -14.3% |
| 6M | -19.1% | +56.4% | -75.5% | -36.2% |
| YTD | +0.3% | +73.6% | -73.3% | -25.4% |
| 1Y | -1.2% | +68.4% | -69.6% | -25.3% |
| 3Y | +272.4% | +150.6% | +121.8% | +135.7% |
| 5Y | +579.0% | +122.5% | +456.6% | +348.4% |
| 10Y | +2,584.7% | +589.7% | +1,995.0% | +898.0% |
| All | +30,355.4% | +992.7% | +29,362.7% | +8,462.1% |
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