+31,674.6%
AVGO vs NTRS
+367.9%
+31,306.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.7% |
| 7D | +1.0% | +0.3% | +0.7% | +0.8% |
| 30D | -13.3% | +0.2% | -13.4% | -13.5% |
| 3M | -2.9% | +13.2% | -16.1% | -9.3% |
| 6M | +5.7% | +36.9% | -31.2% | -11.0% |
| YTD | +4.6% | +39.1% | -34.5% | -13.0% |
| 1Y | -1.6% | +50.4% | -52.1% | -21.7% |
| 3Y | +336.2% | +166.8% | +169.4% | +151.4% |
| 5Y | +695.6% | +92.9% | +602.8% | +426.4% |
| 10Y | +2,827.6% | +255.7% | +2,571.9% | +1,162.3% |
| All | +31,674.6% | +367.9% | +31,306.8% | +11,004.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling