+25.6%
AR vs SWK
+46.5%
-20.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.6% |
| 7D | -11.7% | +11.3% | -23.0% | -12.4% |
| 30D | +1.8% | +28.1% | -26.2% | -0.3% |
| 3M | +6.0% | +12.6% | -6.6% | +4.9% |
| 6M | -7.0% | +51.7% | -58.7% | -11.2% |
| YTD | +5.6% | +60.0% | -54.4% | -0.8% |
| 1Y | +10.8% | +72.7% | -61.9% | +2.3% |
| All | +25.6% | +46.5% | -20.9% | +8.6% |
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