-28.9%
AAL vs SWK
+345.8%
-374.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.6% | -2.5% | -3.0% |
| 7D | +1.2% | +11.3% | -10.1% | -7.6% |
| 30D | -0.5% | +28.1% | -28.6% | -19.1% |
| 3M | -22.0% | +12.6% | -34.6% | -29.7% |
| 6M | +4.5% | +51.7% | -47.2% | -25.9% |
| YTD | -15.7% | +60.0% | -75.6% | -43.7% |
| 1Y | -3.7% | +72.7% | -76.3% | -39.8% |
| 3Y | +7.9% | +46.3% | -38.4% | -29.0% |
| 5Y | -40.7% | -24.6% | -16.1% | -36.3% |
| 10Y | -66.3% | +32.2% | -98.6% | -81.0% |
| All | -28.9% | +345.8% | -374.7% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling