-24.2%
AR vs SWK
+51.7%
-75.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +14.8% | -5.7% | +20.5% | +17.3% |
| 3M | +6.2% | +24.1% | -17.8% | -4.0% |
| 6M | +4.3% | +24.7% | -20.4% | -7.6% |
| YTD | +14.4% | +33.9% | -19.6% | -2.6% |
| 1Y | +21.3% | +34.7% | -13.3% | +2.0% |
| 3Y | +39.8% | +15.3% | +24.5% | +17.9% |
| 5Y | +142.1% | -39.3% | +181.4% | +172.5% |
| 10Y | +52.0% | +2.5% | +49.6% | +24.9% |
| All | -24.2% | +51.7% | -75.9% | -45.4% |
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