+53.6%
AA vs SWK
+32.9%
+20.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +2.9% | +3.9% |
| 7D | +4.8% | +10.7% | -5.9% | -2.5% |
| 30D | -0.6% | +33.3% | -34.0% | -18.8% |
| 3M | -16.3% | +14.7% | -30.9% | -24.5% |
| 6M | -33.4% | +48.5% | -81.9% | -50.1% |
| YTD | -20.7% | +63.9% | -84.6% | -46.1% |
| 1Y | +12.9% | +80.4% | -67.5% | -28.3% |
| 3Y | +75.7% | +58.1% | +17.6% | +15.5% |
| 5Y | -6.8% | -24.5% | +17.7% | +0.1% |
| 10Y | +53.6% | +29.5% | +24.2% | +1.7% |
| All | +53.6% | +32.9% | +20.7% | +1.7% |
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