-32.8%
AAL vs SWK
-38.7%
+6.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | -3.7% | -0.4% | -3.3% | -3.5% |
| 30D | -20.8% | -5.7% | -15.1% | -18.0% |
| 3M | -1.3% | +24.1% | -25.3% | -12.6% |
| 6M | +5.4% | +24.7% | -19.3% | -7.3% |
| YTD | -14.4% | +33.9% | -48.3% | -27.7% |
| 1Y | +2.1% | +34.7% | -32.6% | -14.7% |
| 3Y | -10.6% | +15.3% | -25.8% | -22.6% |
| All | -32.8% | -38.7% | +6.0% | -22.4% |
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 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