+696.9%
AVGO vs NTRS
+93.2%
+603.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.2% |
| 7D | +1.1% | +1.4% | -0.2% | +0.5% |
| 30D | -13.0% | -0.7% | -12.3% | -12.8% |
| 3M | -6.0% | +11.3% | -17.3% | -10.7% |
| 6M | +6.4% | +35.5% | -29.2% | -8.1% |
| YTD | +5.0% | +40.6% | -35.6% | -11.2% |
| 1Y | +1.4% | +49.2% | -47.8% | -16.7% |
| 3Y | +336.8% | +167.2% | +169.6% | +169.8% |
| All | +696.9% | +93.2% | +603.7% | +464.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling