+2,628.7%
AVGO vs SWKS
+23.7%
+2,605.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.8% |
| 7D | -3.0% | +12.5% | -15.5% | -9.6% |
| 30D | -14.4% | +10.5% | -24.9% | -19.6% |
| 3M | -14.4% | -7.4% | -7.0% | -11.6% |
| 6M | +13.1% | +32.7% | -19.5% | -8.2% |
| YTD | +3.8% | +19.2% | -15.4% | -11.6% |
| 1Y | +17.8% | +2.4% | +15.4% | +9.2% |
| 3Y | +325.3% | -25.6% | +350.9% | +351.1% |
| 5Y | +689.9% | -53.4% | +743.4% | +994.2% |
| All | +2,628.7% | +23.7% | +2,605.0% | +1,860.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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