-94.4%
AAOX vs SWK
+74.9%
-169.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.8% | +6.1% | +8.1% |
| 7D | -35.9% | +10.7% | -46.5% | -36.5% |
| 30D | -81.6% | +33.3% | -114.9% | -83.8% |
| 3M | -90.3% | +14.7% | -105.0% | -90.6% |
| 6M | -95.7% | +48.5% | -144.2% | -95.7% |
| All | -94.4% | +74.9% | -169.3% | -94.7% |
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