+244.4%
AVGO vs SWK
+46.0%
+198.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -9.9% | +11.0% | -21.0% | -12.9% |
| 30D | -22.0% | +30.1% | -52.0% | -28.4% |
| 3M | -30.0% | +14.7% | -44.7% | -33.2% |
| 6M | -30.7% | +44.5% | -75.2% | -38.9% |
| YTD | -14.7% | +59.4% | -74.1% | -28.1% |
| 1Y | -16.8% | +77.5% | -94.3% | -32.6% |
| 3Y | +244.4% | +49.5% | +195.0% | +174.1% |
| All | +244.4% | +46.0% | +198.5% | +174.1% |
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