+112.9%
AA vs SWK
+2.4%
+110.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | -0.7% | -0.4% | -0.2% | -0.5% |
| 30D | +5.0% | -5.7% | +10.7% | +9.2% |
| 3M | -35.8% | +24.1% | -59.9% | -45.2% |
| 6M | -18.4% | +24.7% | -43.1% | -31.6% |
| YTD | -5.5% | +33.9% | -39.4% | -25.6% |
| 1Y | +61.0% | +34.7% | +26.3% | +25.0% |
| 3Y | +66.2% | +15.3% | +50.9% | +37.4% |
| 5Y | +11.4% | -39.3% | +50.7% | +40.0% |
| All | +112.9% | +2.4% | +110.5% | +65.4% |
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