+592.5%
AVGO vs SMR
+7.6%
+584.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.7% |
| 7D | -0.8% | +13.1% | -13.9% | -2.4% |
| 30D | -13.7% | +17.8% | -31.5% | -15.8% |
| 3M | -6.9% | +8.1% | -15.0% | -8.5% |
| 6M | +5.8% | -11.1% | +16.9% | +5.5% |
| YTD | +5.7% | -23.7% | +29.4% | +6.2% |
| 1Y | +9.0% | -69.4% | +78.4% | +19.2% |
| 3Y | +340.5% | +82.6% | +257.9% | +309.8% |
| All | +592.5% | +7.6% | +584.9% | +605.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling