+73.8%
ALB vs SWK
+2.4%
+71.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -5.0% |
| 7D | -8.1% | -0.4% | -7.6% | -7.9% |
| 30D | +6.3% | -5.7% | +12.0% | +9.8% |
| 3M | -23.6% | +24.1% | -47.6% | -33.4% |
| 6M | -24.6% | +24.7% | -49.3% | -35.0% |
| YTD | -10.3% | +33.9% | -44.2% | -26.6% |
| 1Y | +61.5% | +34.7% | +26.8% | +30.1% |
| 3Y | -34.0% | +15.3% | -49.2% | -42.5% |
| 5Y | -44.6% | -39.3% | -5.3% | -33.7% |
| All | +73.8% | +2.4% | +71.4% | +50.0% |
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