+278.5%
AVGO vs SMR
+125.1%
+153.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.3% | -1.4% | -4.3% |
| 7D | +18.2% | -8.3% | +26.4% | +19.5% |
| 30D | +0.2% | -20.1% | +20.3% | +3.1% |
| 3M | -16.8% | -52.7% | +35.9% | -8.9% |
| 6M | -16.5% | -61.0% | +44.6% | -6.8% |
| YTD | +0.8% | -67.1% | +67.9% | +12.7% |
| 1Y | +2.8% | -79.9% | +82.7% | +21.4% |
| 3Y | +278.5% | +101.7% | +176.8% | +321.3% |
| All | +278.5% | +125.1% | +153.4% | +321.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling