+2,062.4%
AVGO vs SWK
+29.6%
+2,032.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -9.9% | +11.0% | -21.0% | -14.5% |
| 30D | -22.0% | +30.1% | -52.0% | -31.1% |
| 3M | -30.0% | +14.7% | -44.7% | -34.8% |
| 6M | -30.7% | +44.5% | -75.2% | -42.2% |
| YTD | -14.7% | +59.4% | -74.1% | -33.0% |
| 1Y | -16.8% | +77.5% | -94.3% | -38.0% |
| 3Y | +244.4% | +49.5% | +195.0% | +161.3% |
| 5Y | +474.0% | -24.9% | +498.9% | +492.8% |
| All | +2,062.4% | +29.6% | +2,032.8% | +1,554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling