-21.9%
AS vs SWK
+37.3%
-59.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.2% |
| 7D | -4.9% | -0.4% | -4.4% | -4.7% |
| 30D | -19.6% | -5.7% | -13.9% | -17.4% |
| 3M | -14.4% | +24.1% | -38.5% | -23.1% |
| 6M | -20.1% | +24.7% | -44.8% | -29.6% |
| YTD | -20.9% | +33.9% | -54.9% | -31.7% |
| 1Y | -21.9% | +34.7% | -56.5% | -32.2% |
| All | -21.9% | +37.3% | -59.2% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling