+262.1%
AVGO vs SWKS
+3.5%
+258.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.5% |
| 7D | -0.9% | -2.7% | +1.9% | +0.4% |
| 30D | -11.6% | +8.5% | -20.1% | -14.5% |
| 3M | -25.2% | +17.3% | -42.5% | -31.5% |
| 6M | -25.4% | +25.1% | -50.6% | -34.9% |
| YTD | -7.2% | +33.3% | -40.5% | -23.1% |
| 1Y | -7.9% | +22.9% | -30.8% | -20.3% |
| 3Y | +262.1% | +5.5% | +256.6% | +175.7% |
| All | +262.1% | +3.5% | +258.6% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling