+30.2%
ALB vs SWK
+30.0%
+0.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +5.0% |
| 7D | +5.5% | +11.3% | -5.8% | -1.2% |
| 30D | -7.5% | +28.1% | -35.6% | -20.2% |
| 3M | -16.9% | +12.6% | -29.5% | -23.1% |
| 6M | -49.2% | +51.7% | -100.9% | -60.9% |
| YTD | -29.9% | +60.0% | -89.8% | -48.5% |
| 1Y | +8.2% | +72.7% | -64.5% | -24.5% |
| 3Y | -19.4% | +46.3% | -65.7% | -39.1% |
| 5Y | -61.6% | -24.6% | -37.0% | -59.6% |
| All | +30.2% | +30.0% | +0.2% | -0.3% |
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