+260.3%
ALNY vs SWK
+32.9%
+227.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.3% |
| 7D | -0.9% | +10.7% | -11.6% | -3.5% |
| 30D | -32.7% | +33.3% | -66.0% | -37.7% |
| 3M | -28.6% | +14.7% | -43.2% | -31.3% |
| 6M | -46.9% | +48.5% | -95.4% | -52.6% |
| YTD | -60.6% | +63.9% | -124.5% | -65.9% |
| 1Y | -64.6% | +80.4% | -145.0% | -70.2% |
| 3Y | -4.8% | +58.1% | -62.9% | -20.6% |
| 5Y | -14.8% | -24.5% | +9.6% | -14.6% |
| 10Y | +260.3% | +29.5% | +230.8% | +182.2% |
| All | +260.3% | +32.9% | +227.4% | +182.2% |
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 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