-19.1%
AVGO vs SM
+4.1%
-23.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.6% | +4.5% |
| 7D | +6.1% | +0.3% | +5.7% | +6.0% |
| 30D | -2.7% | -17.3% | +14.6% | -5.1% |
| 3M | -16.9% | -3.6% | -13.3% | -16.4% |
| 6M | -19.1% | +2.9% | -22.0% | -17.8% |
| All | -19.1% | +4.1% | -23.2% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling