+474.0%
AVGO vs SWKS
-42.6%
+516.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | -9.9% | -6.2% | -3.8% | -7.0% |
| 30D | -22.0% | -1.5% | -20.5% | -21.4% |
| 3M | -30.0% | +23.0% | -53.0% | -38.6% |
| 6M | -30.7% | +27.6% | -58.3% | -41.8% |
| YTD | -14.7% | +32.3% | -47.0% | -31.5% |
| 1Y | -16.8% | +20.1% | -36.9% | -29.3% |
| 3Y | +244.4% | +0.6% | +243.8% | +200.4% |
| All | +474.0% | -42.6% | +516.6% | +632.2% |
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