-95.2%
AAOX vs SWK
+72.4%
-167.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -1.4% | -13.5% | -14.4% |
| 7D | -48.3% | +11.3% | -59.6% | -48.9% |
| 30D | -84.3% | +31.5% | -115.8% | -86.1% |
| 3M | -91.4% | +14.4% | -105.9% | -91.7% |
| 6M | -96.3% | +46.4% | -142.8% | -96.3% |
| All | -95.2% | +72.4% | -167.7% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling