+2.8%
AVGO vs SWK
+74.4%
-71.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | +18.2% | -1.4% | +19.5% | +18.4% |
| 30D | +0.2% | +25.5% | -25.2% | -4.3% |
| 3M | -16.8% | +11.8% | -28.6% | -18.5% |
| 6M | -16.5% | +48.7% | -65.2% | -23.4% |
| YTD | +0.8% | +57.2% | -56.4% | -11.1% |
| 1Y | +2.8% | +75.3% | -72.4% | -11.6% |
| All | +2.8% | +74.4% | -71.5% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling