+139.2%
AS vs SWK
+45.3%
+93.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +13.1% | -8.0% | -1.5% |
| 7D | +13.8% | +17.9% | -4.1% | +4.5% |
| 30D | +16.7% | +31.9% | -15.3% | +1.1% |
| 3M | -11.5% | +16.6% | -28.1% | -18.5% |
| 6M | -5.5% | +61.1% | -66.6% | -26.6% |
| YTD | -14.2% | +64.2% | -78.4% | -34.6% |
| 1Y | +2.1% | +85.2% | -83.1% | -27.1% |
| All | +139.2% | +45.3% | +93.9% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling