+336.8%
AVGO vs NYT
+56.2%
+280.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -13.0% | +4.6% | -17.6% | -13.6% |
| 3M | -6.0% | -9.6% | +3.6% | -4.9% |
| 6M | +6.4% | -14.0% | +20.4% | +8.3% |
| YTD | +5.0% | -2.8% | +7.8% | +3.3% |
| 1Y | +1.4% | +15.6% | -14.2% | -5.4% |
| 3Y | +336.8% | +56.3% | +280.5% | +260.7% |
| All | +336.8% | +56.2% | +280.6% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling