+73.3%
AR vs SWK
-25.4%
+98.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.3% |
| 7D | -11.7% | +11.3% | -23.0% | -13.8% |
| 30D | +1.8% | +28.1% | -26.2% | -3.5% |
| 3M | +6.0% | +12.6% | -6.6% | +3.0% |
| 6M | -7.0% | +51.7% | -58.7% | -16.2% |
| YTD | +5.6% | +60.0% | -54.4% | -7.3% |
| 1Y | +10.8% | +72.7% | -61.9% | -5.1% |
| 3Y | +19.3% | +46.3% | -27.0% | +2.3% |
| 5Y | +73.3% | -24.6% | +97.9% | +70.5% |
| All | +73.3% | -25.4% | +98.8% | +70.5% |
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