-16.8%
AVGO vs SWKS
+15.3%
-32.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -9.9% | -6.2% | -3.8% | -8.6% |
| 30D | -22.0% | -1.5% | -20.5% | -21.7% |
| 3M | -30.0% | +23.0% | -53.0% | -34.1% |
| 6M | -30.7% | +27.6% | -58.3% | -35.2% |
| YTD | -14.7% | +32.3% | -47.0% | -21.8% |
| 1Y | -16.8% | +20.1% | -36.9% | -19.9% |
| All | -16.8% | +15.3% | -32.1% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling