+899.1%
AU vs SWK
+21.9%
+877.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +4.7% | -2.3% | +6.9% | +5.0% |
| 30D | -1.5% | +30.4% | -32.0% | -4.9% |
| 3M | -5.0% | +12.1% | -17.1% | -6.5% |
| 6M | -13.5% | +49.1% | -62.6% | -17.7% |
| YTD | +11.7% | +60.4% | -48.7% | +5.4% |
| 1Y | +21.3% | +78.3% | -57.0% | +13.4% |
| 3Y | +545.0% | +53.3% | +491.7% | +505.1% |
| 5Y | +412.0% | -27.0% | +438.9% | +393.2% |
| 10Y | +899.1% | +20.8% | +878.2% | +703.7% |
| All | +899.1% | +21.9% | +877.2% | +703.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling