+262.1%
AVGO vs SM
-14.2%
+276.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.7% | +11.5% | +9.2% |
| 7D | -0.9% | -22.3% | +21.4% | +2.8% |
| 30D | -11.6% | -21.4% | +9.7% | -8.7% |
| 3M | -25.2% | +1.4% | -26.5% | -26.5% |
| 6M | -25.4% | +0.1% | -25.6% | -27.5% |
| YTD | -7.2% | +59.0% | -66.1% | -21.8% |
| 1Y | -7.9% | +64.3% | -72.2% | -23.5% |
| 3Y | +262.1% | -13.1% | +275.2% | +234.7% |
| All | +262.1% | -14.2% | +276.3% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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