+278.5%
AVGO vs SWKS
+11.3%
+267.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | +18.2% | +9.4% | +8.7% | +13.8% |
| 30D | +0.2% | +17.0% | -16.8% | -6.0% |
| 3M | -16.8% | +28.9% | -45.7% | -26.7% |
| 6M | -16.5% | +33.1% | -49.6% | -28.6% |
| YTD | +0.8% | +44.8% | -44.0% | -19.2% |
| 1Y | +2.8% | +36.2% | -33.4% | -14.9% |
| 3Y | +278.5% | +11.5% | +267.1% | +177.4% |
| All | +278.5% | +11.3% | +267.3% | +177.4% |
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