-15.5%
AA vs SWK
-25.4%
+10.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.0% |
| 7D | -3.7% | +11.3% | -14.9% | -9.3% |
| 30D | -10.8% | +28.1% | -38.9% | -22.2% |
| 3M | -19.1% | +12.6% | -31.7% | -24.6% |
| 6M | -38.7% | +51.7% | -90.4% | -51.8% |
| YTD | -27.1% | +60.0% | -87.1% | -45.5% |
| 1Y | +8.3% | +72.7% | -64.3% | -22.5% |
| 3Y | +49.6% | +46.3% | +3.2% | +12.8% |
| 5Y | -15.5% | -24.6% | +9.1% | -27.3% |
| All | -15.5% | -25.4% | +10.0% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling