+795.4%
AU vs SWK
+32.9%
+762.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.0% | +6.5% |
| 7D | +20.8% | +10.7% | +10.1% | +19.2% |
| 30D | +5.5% | +33.3% | -27.8% | +1.7% |
| 3M | +3.9% | +14.7% | -10.7% | +2.0% |
| 6M | -5.4% | +48.5% | -53.9% | -9.9% |
| YTD | +20.7% | +63.9% | -43.2% | +13.7% |
| 1Y | +49.8% | +80.4% | -30.6% | +40.0% |
| 3Y | +565.6% | +58.1% | +507.5% | +523.3% |
| 5Y | +500.4% | -24.5% | +524.9% | +475.2% |
| 10Y | +795.4% | +29.5% | +765.9% | +735.3% |
| All | +795.4% | +32.9% | +762.5% | +735.3% |
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