-95.0%
AAOX vs SWK
+67.7%
-162.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.2% | -11.0% | -10.9% |
| 7D | -3.4% | -1.4% | -2.0% | -2.8% |
| 30D | -72.8% | +25.5% | -98.3% | -75.4% |
| 3M | -90.7% | +11.8% | -102.5% | -90.9% |
| 6M | -98.2% | +48.7% | -146.9% | -98.2% |
| All | -95.0% | +67.7% | -162.8% | -95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling