+1,630.7%
AVGO vs NTR
+103.7%
+1,527.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -13.7% | +21.7% | -35.5% | -19.0% |
| 3M | -6.9% | +22.8% | -29.7% | -13.2% |
| 6M | +5.8% | +8.2% | -2.4% | +1.9% |
| YTD | +5.7% | +32.9% | -27.3% | -5.7% |
| 1Y | +9.0% | +45.3% | -36.3% | -6.3% |
| 3Y | +340.5% | +41.7% | +298.9% | +272.4% |
| 5Y | +711.1% | +49.8% | +661.2% | +496.3% |
| All | +1,630.7% | +103.7% | +1,527.1% | +832.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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