-28.0%
AR vs SWK
+85.9%
-114.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +13.1% | -19.4% | -11.3% |
| 7D | -11.1% | +17.9% | -29.0% | -17.3% |
| 30D | +7.9% | +31.9% | -24.0% | -4.1% |
| 3M | +4.9% | +16.6% | -11.7% | -2.4% |
| 6M | -5.3% | +61.1% | -66.4% | -24.1% |
| YTD | +8.6% | +64.2% | -55.6% | -15.5% |
| 1Y | +13.7% | +85.2% | -71.5% | -16.7% |
| 3Y | +22.8% | +50.2% | -27.4% | -7.9% |
| 5Y | +82.0% | -22.8% | +104.8% | +83.4% |
| 10Y | +51.8% | +35.8% | +16.1% | +10.7% |
| All | -28.0% | +85.9% | -114.0% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling