+31.4%
ALB vs SWK
+29.6%
+1.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +9.1% | +11.0% | -2.0% | +2.3% |
| 30D | -3.4% | +30.1% | -33.5% | -17.5% |
| 3M | -20.6% | +14.7% | -35.3% | -27.2% |
| 6M | -48.2% | +44.5% | -92.7% | -58.9% |
| YTD | -29.2% | +59.4% | -88.6% | -48.0% |
| 1Y | +10.0% | +77.5% | -67.5% | -24.4% |
| 3Y | -12.9% | +49.5% | -62.4% | -35.0% |
| 5Y | -61.3% | -24.9% | -36.4% | -59.2% |
| All | +31.4% | +29.6% | +1.8% | +0.8% |
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