+12.4%
AA vs SWK
-38.7%
+51.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -0.7% | -0.4% | -0.2% | -0.5% |
| 30D | +5.0% | -5.7% | +10.7% | +8.3% |
| 3M | -35.8% | +24.1% | -59.9% | -43.3% |
| 6M | -18.4% | +24.7% | -43.1% | -28.8% |
| YTD | -5.5% | +33.9% | -39.4% | -21.7% |
| 1Y | +61.0% | +34.7% | +26.3% | +32.1% |
| 3Y | +66.2% | +15.3% | +50.9% | +43.3% |
| All | +12.4% | -38.7% | +51.2% | +12.6% |
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