-35.2%
AAL vs SWKS
-37.3%
+2.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.1% | +9.4% | -9.5% | -4.3% |
| 30D | +11.7% | +17.0% | -5.3% | +3.6% |
| 3M | -12.5% | +28.9% | -41.5% | -24.6% |
| 6M | +3.6% | +33.1% | -29.5% | -14.2% |
| YTD | -14.1% | +44.8% | -58.9% | -33.9% |
| 1Y | +0.8% | +36.2% | -35.4% | -19.7% |
| 3Y | +11.8% | +11.5% | +0.3% | -11.8% |
| All | -35.2% | -37.3% | +2.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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