+560.9%
AVGO vs SWKS
-41.6%
+602.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +4.0% |
| 7D | 0.0% | -3.1% | +3.1% | +1.7% |
| 30D | -8.2% | +8.3% | -16.5% | -11.7% |
| 3M | -21.3% | +20.2% | -41.5% | -30.0% |
| 6M | -22.5% | +24.9% | -47.5% | -34.1% |
| YTD | -3.6% | +33.2% | -36.7% | -22.8% |
| 1Y | -6.7% | +23.6% | -30.3% | -22.0% |
| 3Y | +258.1% | +1.3% | +256.9% | +211.6% |
| 5Y | +560.9% | -40.6% | +601.5% | +705.2% |
| All | +560.9% | -41.6% | +602.5% | +705.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling