+2,584.7%
AVGO vs SWK
+21.9%
+2,562.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.3% |
| 7D | +6.1% | -2.3% | +8.4% | +7.3% |
| 30D | -2.7% | +30.4% | -33.1% | -14.2% |
| 3M | -16.9% | +12.1% | -29.0% | -21.8% |
| 6M | -19.1% | +49.1% | -68.2% | -33.5% |
| YTD | +0.3% | +60.4% | -60.2% | -21.6% |
| 1Y | -1.2% | +78.3% | -79.5% | -26.6% |
| 3Y | +272.4% | +53.3% | +219.1% | +178.8% |
| 5Y | +579.0% | -27.0% | +606.0% | +613.5% |
| 10Y | +2,584.7% | +20.8% | +2,563.9% | +1,858.3% |
| All | +2,584.7% | +21.9% | +2,562.9% | +1,858.3% |
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