+235.9%
NVDA vs AVGO
+277.3%
-41.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | +0.6% |
| 7D | -12.7% | +18.2% | -30.9% | -21.5% |
| 30D | -26.4% | +0.2% | -26.6% | -27.2% |
| 3M | -27.6% | -16.8% | -10.8% | -20.7% |
| 6M | -27.7% | -16.5% | -11.3% | -22.4% |
| YTD | -12.5% | +0.8% | -13.3% | -17.2% |
| 1Y | -12.6% | +2.8% | -15.5% | -19.6% |
| 3Y | +235.9% | +278.5% | -42.6% | +34.6% |
| All | +235.9% | +277.3% | -41.4% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVGO.
Daily Out/Under-Performance
Portfolio return minus AVGO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVGO 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 AVGO 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