+67.6%
AA vs SWK
+54.4%
+13.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.7% |
| 7D | +1.2% | +11.3% | -10.1% | -4.4% |
| 30D | -5.0% | +31.5% | -36.5% | -18.0% |
| 3M | -22.2% | +14.4% | -36.6% | -27.9% |
| 6M | -36.3% | +46.4% | -82.8% | -48.6% |
| YTD | -24.2% | +61.6% | -85.8% | -43.5% |
| 1Y | +3.9% | +78.7% | -74.9% | -27.2% |
| 3Y | +67.6% | +54.4% | +13.2% | +14.1% |
| All | +67.6% | +54.4% | +13.2% | +14.1% |
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