+66.3%
AA vs SWK
+29.6%
+36.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | +0.9% | +11.0% | -10.1% | -6.5% |
| 30D | -6.7% | +30.1% | -36.7% | -22.5% |
| 3M | -16.3% | +14.7% | -31.0% | -24.6% |
| 6M | -37.1% | +44.5% | -81.6% | -52.1% |
| YTD | -25.0% | +59.4% | -84.4% | -48.1% |
| 1Y | +8.6% | +77.5% | -68.9% | -30.5% |
| 3Y | +57.2% | +49.5% | +7.8% | +7.4% |
| 5Y | -13.0% | -24.9% | +11.9% | -6.7% |
| All | +66.3% | +29.6% | +36.8% | +6.4% |
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