-65.5%
AAL vs SWK
+26.9%
-92.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.6% |
| 7D | +10.1% | +11.3% | -1.2% | +2.1% |
| 30D | +10.6% | +31.5% | -20.9% | -8.3% |
| 3M | -5.9% | +14.4% | -20.4% | -14.5% |
| 6M | +5.7% | +46.4% | -40.7% | -18.4% |
| YTD | -8.0% | +61.6% | -69.5% | -34.2% |
| 1Y | +6.0% | +78.7% | -72.7% | -29.3% |
| 3Y | +19.6% | +54.4% | -34.8% | -17.2% |
| 5Y | -34.6% | -25.3% | -9.3% | -26.8% |
| 10Y | -65.5% | +22.4% | -87.9% | -74.0% |
| All | -65.5% | +26.9% | -92.4% | -74.0% |
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