+31,674.6%
AVGO vs NYT
+829.4%
+30,845.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +1.0% | -0.7% | +1.8% | +1.3% |
| 30D | -13.3% | +4.5% | -17.7% | -14.5% |
| 3M | -2.9% | -8.5% | +5.6% | -1.2% |
| 6M | +5.7% | -15.1% | +20.8% | +9.4% |
| YTD | +4.6% | -3.3% | +7.9% | +3.7% |
| 1Y | -1.6% | +17.0% | -18.6% | -8.5% |
| 3Y | +336.2% | +55.7% | +280.6% | +265.0% |
| 5Y | +695.6% | +38.9% | +656.8% | +572.7% |
| 10Y | +2,827.6% | +485.3% | +2,342.3% | +1,466.1% |
| All | +31,674.6% | +829.4% | +30,845.2% | +14,341.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling