+74.2%
AR vs SWK
-25.5%
+99.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -14.3% | +11.0% | -25.3% | -16.3% |
| 30D | +1.4% | +30.1% | -28.6% | -4.2% |
| 3M | +3.4% | +14.7% | -11.3% | +0.1% |
| 6M | -2.1% | +44.5% | -46.6% | -10.6% |
| YTD | +4.7% | +59.4% | -54.7% | -8.0% |
| 1Y | +10.6% | +77.5% | -67.0% | -6.1% |
| 3Y | +24.6% | +49.5% | -24.9% | +5.8% |
| All | +74.2% | -25.5% | +99.7% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling