+13.0%
AAL vs SWK
+46.0%
-32.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +4.6% | +11.0% | -6.4% | -2.2% |
| 30D | +2.6% | +30.1% | -27.5% | -13.2% |
| 3M | -17.8% | +14.7% | -32.4% | -24.8% |
| 6M | +1.9% | +44.5% | -42.6% | -19.0% |
| YTD | -14.0% | +59.4% | -73.4% | -35.9% |
| 1Y | +0.2% | +77.5% | -77.3% | -30.1% |
| 3Y | +13.0% | +49.5% | -36.4% | -21.4% |
| All | +13.0% | +46.0% | -32.9% | -21.4% |
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 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