-6.8%
AVGO vs NTRS
+43.5%
-50.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.1% |
| 7D | -7.5% | +3.6% | -11.0% | -8.6% |
| 30D | -10.2% | +4.3% | -14.5% | -11.6% |
| 3M | -22.0% | -1.9% | -20.1% | -21.5% |
| 6M | -21.6% | +11.4% | -33.0% | -25.0% |
| YTD | -5.4% | +32.3% | -37.7% | -19.5% |
| 1Y | -6.8% | +42.5% | -49.4% | -24.9% |
| All | -6.8% | +43.5% | -50.3% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling