+325.4%
AVGO vs SWK
+15.2%
+310.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -3.0% | -0.4% | -2.5% | -2.8% |
| 30D | -14.4% | -5.7% | -8.7% | -12.9% |
| 3M | -14.4% | +24.1% | -38.5% | -20.5% |
| 6M | +13.1% | +24.7% | -11.6% | +4.2% |
| YTD | +3.8% | +33.9% | -30.2% | -7.3% |
| 1Y | +17.8% | +34.7% | -16.9% | +4.7% |
| All | +325.4% | +15.2% | +310.3% | +270.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling