+585.8%
AVGO vs SMR
+1.6%
+584.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.3% |
| 7D | +1.0% | +4.7% | -3.7% | +0.3% |
| 30D | -13.3% | +3.2% | -16.5% | -13.9% |
| 3M | -2.9% | +9.9% | -12.8% | -4.6% |
| 6M | +5.7% | -15.1% | +20.8% | +6.1% |
| YTD | +4.6% | -27.9% | +32.6% | +5.9% |
| 1Y | -1.6% | -70.2% | +68.6% | +8.0% |
| 3Y | +336.2% | +72.5% | +263.8% | +308.7% |
| All | +585.8% | +1.6% | +584.2% | +603.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling