-36.4%
AAL vs SWK
-23.3%
-13.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +5.8% |
| 7D | +8.3% | +10.7% | -2.4% | +1.8% |
| 30D | +11.0% | +33.3% | -22.4% | -6.4% |
| 3M | -11.2% | +14.7% | -25.8% | -18.2% |
| 6M | +6.1% | +48.5% | -42.4% | -15.7% |
| YTD | -7.6% | +63.9% | -71.5% | -31.1% |
| 1Y | +3.7% | +80.4% | -76.7% | -26.8% |
| 3Y | +20.5% | +58.1% | -37.6% | -13.2% |
| 5Y | -36.4% | -24.5% | -11.9% | -32.9% |
| All | -36.4% | -23.3% | -13.1% | -32.9% |
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