+133.7%
AS vs SWK
+41.5%
+92.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.0% |
| 7D | +7.1% | +11.3% | -4.1% | +1.3% |
| 30D | +12.8% | +28.1% | -15.3% | -0.8% |
| 3M | -14.7% | +12.6% | -27.3% | -20.1% |
| 6M | -9.9% | +51.7% | -61.7% | -27.9% |
| YTD | -16.1% | +60.0% | -76.1% | -35.2% |
| 1Y | +0.2% | +72.7% | -72.5% | -25.8% |
| All | +133.7% | +41.5% | +92.2% | +79.8% |
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